Is there any scriptural support for the existence of completely non-physical realms? If so, is there a Sanskrit term for it? Sukshma Loka?
Hindu scripture certainly mentions non-physical realms like heaven and paradise.
Said the God of Fire: Samadhi denotes a state of mind in which the consciousness, appearing in its spiritual aspect, remains calm and self-contained in itself like a pacified lake or sea and ceases to be operative in the physical and intellectual plains. A yogin, whose mind deeply absorbed in meditation, remains steady and un-flickering like the flame of a lamp kept in a windless chamber or receptacle, is said to have attained to the spiritual state of Samadhi. In this experience a yogin usually loses all his faculties of sense-perception. He hears not, sees not, smells not, feels not when not touched, thinks not, but is inert and inoperative as a log of wood and spiritually rests in the bosom of Supreme Brahma, steady and stationary like the un-flickering lamp light in a windless room.
Miraculous powers and celestial attributes spontaneously develop themselves in a yogin, absorbed in meditating upon the universal soul symbolized by the god Vishnu and thus unmistakably indicate his success in connection with his practice of yoga. The gods wait upon him with the offerings of articles which they themselves enjoy in heaven. The yogin sees, with unaided eyes, unbounded treasures lying concealed in the bowels of the earth and hears the music of celestial spheres swelling in eddies around his person. Kings and rich men seek his favours by the gift of enormous wealth. The Vedas, the books of scriptures and sciences, as well as poetry and celestial alchemy, reveal to him their respective secrets and voluntarily furnish him with all knowledge contained in them. He becomes a healer of malady and a skillful artisan without going through the necessary term of training. Beautiful virgins of paradise hail him with their overtures and unsolicited affections. But a true yogin discards all these as so many trifles and with such man alone the god Visnu is pleased.
Agni Purana 376.1-10