From Chapter 47, page 62 - Shala's Funeral - Kern commented on this a bit in relation to Chiri's words of "the remembered."
Kern wrote:Kau, Sarnel and Ariel get to do their farewells to the fifth member of their squad. Faen didn't speak for she probably couldn't.
Chiri used the word "remembered" when referring to the dead Shala. The term "departed" during such ceremony refer to the belief that a soul is going somewhere. But for them there would be no such belief. Much of their historical figures are mythical. Even their pantheon is made of historical figures, some of which were met by people still alive to this day due to their extraordinary lifespan.
Now Shala will not live on in people's memory. Her imprint won't be kept as a summon either. While Ariel praise Shala willingness to fight with them knowing her ancestry go straight down to major historical figures , the recent war has taken a toll on her importance. Her grand mother is dead, her mother was branded traitor and now her clan is deemed to have lost the war. So in the end the only impact Shala will leave is upon those that are close to her.
So I gather the Drow do not believe in afterlives, just long ones. Sharess is an exception because she went to the Nether worlds, a place where they think a detached aura can continue to exist given that Demons are mostly aura-based beings that cannot survive long in the Drow world. And given how powerful she was to the Drow, some believe she still exists to this day, just as beings such as Diva lived over a thousand years. Though some think not anymore, that like Diva she may have succumbed at some point. Nether cults probably came about because of the desire to know the answer and understand those realms and one's ability to survive in them. I'm not sure what reason the Kyorl believe she could influence this world, with the "visions from the Goddess" that the Seers claim to have, but they do believe that much.
Chelians probably think those that believe in an afterlife are primitive like the goblinoids. The Am'saag are one of a greater people that would seem "quaintly" barbaric, and therefore would probably be looked down on for having "quaint" beliefs. And those "quaint" barbarians probably think the Chelians are dumb prisses, because why wouldn't they want to be on an eternal wild hunt of awesome after this life?
Long ago, Kern sort of indicated that there wasn't an afterlife at all, but he's sort of backed away from such statements. Most authors do, as even if there was one it often is like the possibility of one in the real world - it has no effect on the living if it exists or not. So it has no effect on the story, and it is not worth saying either way, especially if it comforts readers to want there to be.