Is there a place of actual physical suffering where people of non-Christian religions go after death?

Yes, Hell is a physical place.  And people of all non-Christian religions are sent to Hell after death, forever.

Matthew 13:42 clearly states as a fact that there will be crying out from sorrow and gnashing of teeth due to pain in Hell, where there will be eternal hellfire.  Because all humans, dead and alive, are given resurrected bodies at The Judgment Day, they can burn forever without burning up.  The resurrected bodies allow physical pain but are eternal in nature and are incorruptible.

Every Jew who does not accept Jesus Christ as their personal LORD and Savior God will go to eternal damnation in Hell and suffer wailing and gnashing of teeth forever.

It does not matter if the Jew gave billions to charity and helped poor people with all his time and energy.  Only believing in Jesus Christ as LORD and Savior can save a Jew.  Doing good works will not save a Jew.  Jews who do a lot of philanthropy work who do not believe in Jesus will go to eternal damnation in Hell.

All Muslims go to eternal damnation in Hell.  It does not matter how nice or kind a Muslim is.  It does not matter how much peaceful or self-giving a Muslim is.  All Muslims go to eternal damnation in Hell, because the only way to salvation is through Jesus Christ.

People of all non-Christian religions in the United States of America will go to a place of physical suffering for ever.  It is a fact.  It does not matter whether they are offended by this or not.  A fact is a fact.  This is what will happen, if Jews and Muslims and people of other religions do not convert to Christianity.  This is simply a fact, like earth is round.