My friend who was basically atheist until a few years ago finally woke up to Christianity, he says largely to do with our back and forth discussions. Now he has been taken in from some heretic pastor from Church of God international. One of their heretical beliefs is that at death we remain asleep and only until Jesus’s second coming will we awake.
That heretical belief basically puts paid to Purgatory. As Pax said in reply 1, these protestants will run you ragged with Bible quotes, so I would suggest that, if you do continue, that you should tackle the Catholic questions as Pax suggests. Be well armed though with Catholic teaching and be prepared to back them up with scripture.
The alternative is to offer him your prayers and invite him to contact you when he's ready. Obviously you had some influence in leading him away from atheism. Prayer may be the only option.