As explained in this answer, Vidura left his mortal body and entered Yudhishthira’s
Possessed of great intelligence, he then (by his Yoga-power) entered the body of Yudhishthira, limb by limb. He united his life-breaths with the king's life-breaths, and his senses with the king's senses. Verify, with the aid of Yoga-power, Vidura, blazing with energy, thus entered the body of king Yudhishthira the just.
What does this exactly mean? Does this mean his soul or subtle body will dwell inside Yudhishthira? Also does that mean Vidura did not immediately go to heaven?