Ursulana is the bear heaven. Because all heavens are one and there are no borders in the sky, wolves, bears, and other animals can live together in their afterlife. This means Faolan will be able to see Thunderheart and Morag when he dies.
Like the Cave of Souls, Ursulana is in the sky, and has a star ladder to get to it and spirit to help them up, much like Skaarsgard. This is where the bears who have died go, and the wolves, too. It was stated by Edme as a quote, "such a lovely word".
It is unknown if there is a bear hell/underground. Wolf hell is known as the Dim World.