While speaking with TV Insider about the puzzling phenomenon, he explained that the plane may have gone to a certain divine realm. He said, "We are now in a realm where we are talking about our passengers interacting with the divine, so Captain Daly is interacting with the divine. Where has Captain Daly been since he bewilderingly disappeared a year and a half ago in story time? Whether it’s purgatory, whether it’s the netherworld, these are terms and concepts that Ben and others will struggle to understand."
Rake continued, "That idea of the divine taking you away, but keeping you in a holding pattern—which is probably an apt flight analogy—as your ultimate fate is determined speaks to where Captain Daly has been...What that place is, I’m gonna let Cal speak to that when we come back in Season 4."
If you recall, Cal vanished in the finale after touching the tail fin of the plane at Eureka, then he reappeared as a grown man after the fin was dropped back into the ocean (unbeknownst to Ben). Then, towards the very end, the entire plane (including the tail fin) disappeared. Given all the chaos that's already ensued because of the passengers' callings (a term coined by Ben and Michaela to describe the voices in their heads), it looks like we'll be seeing Ben and the gang turn things up a notch as they try to investigate this mysterious realm that no one seems to know about.
Rake said, "They’ll be poring through the Bible, they’ll be poring through the Noah’s Ark myth, and other biblical stories to try to understand exactly how to access this place, wherever it is, how one gets in and how one gets out, and that’ll be part and parcel of how they try to save themselves."