For David, is was the Mercy Seat.
Believing you are or aren't isn't a Heaven or Hell issue. We will find out soon enough.
Side-note, even the thief that was next to Jesus didn't get baptized but went to Paradise before and LDS even existed..
...and I would like to add a 'side-side note' because the day the thief died he did Not go any Paradise.
In Scripture No one went to Heaven before Jesus, in other words Jesus was the first resurrected to Heaven.
Also, I find there is a difference between the Paradise promised to the thief and going to Heaven.
Jesus did No go the Heaven the day he died.
According to Acts of the Apostles 2:27 the day Jesus' died Jesus went to Hell !
From the Scriptures we find out what Jesus believed and taught about death.
Jesus taught the dead are in a sleep-like state as Jesus explained at John 11:11-14.
A person in some non-biblical hell would be conscious, whereas the Bible's hell is the grave for the sleeping dead.
Grave for the sleeping dead as also taught at Psalms 115:17; Psalms 146:4 and Ecclesiastes 9:5.
So, while in biblical hell Jesus was in an unconscious sleep-like state until his God resurrected Jesus out of hell.
Since the thief died before Jesus then he can be part of the humble meek who will inherit the Earth.
Those who died before Jesus only can have a healthy physical resurrection back to live life on a beautiful paradisical Earth as described in Isaiah 35th chapter.