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IIRC, most of the fan theories were that they were all “dead” on the island. The writers promised this was not the case from about season five onwards and yet…
But they weren't dead the whole time. They were only all dead in the final season's flash forwards and last episode.
Just the bullshit they fed everyone to cover up the bullshit ending. People argue this point as if it makes any difference in the quality at all, but it doesn't.
It's been 14 years since I've seen the finale, but I think that the ending with them all together in some afterlife, was both different and enough from the original theories in season one that they were all in purgatory. It was like people who weren't even watching heard that the ending was they were all dead, and said that they called it in season one.
That being said, my memory of the final season was pretty lackluster, and the expectation was that everything would be explained and tied together. For the most part, the original questions were answered with even more questions and philosophical metaphors, that just confused people even more leading up to the final season.