The Executioner’s Chariot holds control over the Undead Purgatory. It was created only to torment and inflict merciless agony with utter impunity upon the Undead by the Old Iron King or one of his subjects. When the Chariot was created it took the form of a horrendous mad steed. This mad steed is the one controlling the chariot, though the now hollow Executioner sits atop it. The form this steed took was a window into the soul of its master, who may have been the Old Iron King. During the reign of the Old Iron King, he led his best men on hunts for the Undead in Huntman’s Copse. Those who were caught were rounded up and thrown into cells. Some were taken to the Undead Purgatory where they would be endlessly tortured. The name of the place implies that it was to cleanse them of their Undead curse. The more likely reason is that the Old Iron King did not care to try and find a cure for the unfortunate souls, though he may have been able to with his great soul.
Necromancers were put into the Undead Purgatory in order to resurrect the Undead so that they could be endlessly tortured. Eventually these necromancers went hollow themselves, but continue in their old ritual.