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I solved this one in the midst of writing the question, but posting so that I can find it again.

This is a book series I listened to as an audiobook about 1-2 years ago, downloaded from my library's eBooks system. At the beginning of the story, a brother and a sister (I think, maybe homeless?) are in a mall when an accident happens (I think involving a giant bear doll of some sort) and they wake up in Hell, which is something like a boarding school complete with dorms and classes. One of the kids has a ferret, and it becomes a bit of a plot point because the kids use the ferret to try to get items from the offices, and later one of the villains finding the ferret and fitting it with some sort of device (mystic contacts?) that let them see anything the ferret did so that they could use it as their own spy.

The series kind of wavered between whether Hell was serious or not. I don't think that the kids could die, but they could feel pain, and I think injuries didn't heal normally, resulting in discussions of wounds being sewn shut so that they'd stop oozing. There was some danger from the teachers, as well as the bullying of other students (with students being encouraged to tattle on their classmates by getting rewarded). The classes were encouraging something between cartoonish villainy, and legitimate evil. I have a vague memory that Lizzie Borden was the teacher of Home Economics, with her demonstrating the sewing techniques on her own skin.

For the general plotline, I think the kids were trying to escape Hell, and I think they had to travel through Dante's circles of Hell to do so, and there was some subplot going on that there was corruption and/or that one or both kids were not actually evil enough to be sent to Hell, and if that were revealed, then it could negatively impact the administration of Hell.

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This is the The Nine Circles of Heck series, with the first book being Heck: Where the Bad Kids Go.

WHEN MILTON AND Marlo Fauster die in a marshmallow bear explosion, they get sent straight to Heck, an otherworldly reform school. Milton can understand why his kleptomaniac sister is here, but Milton is—or was—a model citizen. Has a mistake been made? Not according to Bea 'Elsa' Bubb, the Principal of Darkness. She doesn't make mistakes. She personally sees to it that Heck—whether it be home-ec class with Lizzie Borden, ethics with Richard Nixon, or gym with Blackbeard the Pirate—is especially, well, heckish for the Fausters. Will Milton and Marlo find a way to escape? Or are they stuck here for all eternity, or until they turn 18, whichever comes first?

I found it when I started typing that I thought there was a cute way they referred to it, like that they were in "Heck" instead of "Hell", which led to me searching for book series kids stuck in heck instead of book series kids stuck in hell. In retrospect, with further searches, plugging Lizzie Borden into the search got the series onto the front page of searches as well.

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