Could the parallel worlds, that cosmologists say exist, contain heaven. The price of entry is death.?

No, it's just science.

Those religiophiles will clutch at any straw, won't they?

All the biblical evidence points towards god and angels being aliens either pretending to be gods or those backward ancient peoples worshipped them as gods. Just change your perspective to Jehovah, Beelzebub and angels being aliens and just pretend that Jehovah is the bad guy. Jehovah insists on obedience or he kills you and everyone you love. Beelzebub wants man to be given the knowledge of the gods so that they can be equals.

Alright, let's suppose for a moment, that that's true:

1 - What continues to exist after we die? We already know that damage to the brain or drugs that affect the brain can cause changes in personality, attitude, memory, perception, and the like, so what, exactly, exists that constitutes any consciousness that would survive the even greater trauma of total brain death?

I mean, imagine a person who loses their eyes. They can no longer see. There is no "spirit sight" to replace their vision. Or imagine somebody who takes a blow to the head. That's a temporary cessation of all consciousness; there is no "mind" that continues to be able to think, consider decisions, and the like. Now imagine somebody who loses their entire body, including their brain. That's total, permanent loss right there. It's hard to imagine that there's something waiting in the wings that won't step in for lesser traumas, but would suddenly "kick in" for something that drastic.

And:

2 - How does this immaterial thing get out of the universe? Even if it did exist and could move, how would it go the right way? How would it leave our universe? And how would it start to live elsewhere?

Parallel Universe and multiple Big Bangs is an attempt to explain why we are here. Rather than saying God, they say the laws of physics did it. Where did those laws come from? The only answer to their comic book minds is physics did it by parallel universes. They only have twisted logic. A + B doesn't always equal C.

Yes, heaven, Valhalla, Santa's workshop and middle earth.

Which cosmologists say parallel worlds exist?

Stephen Hawking says nothing of the kind.

Therefore, this is not a case of science and religion coming together, it is a case of morons who cannot read or understand what science is, says, or does because they don't want to.

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For example, @Pau who writes "I don't have an answer, and I am too lazy, ignorant, or stupid to search for one, so, I will just say "God".