The Neutral Zone is a location in The Afterlife.
It is accessed via a portal from Bad Place Headquarters, and can also presumably be accessed the same way from Good Place Headquarters.
A portal to the neutral zone was visible in the background of Bad Place Headquarters in Chapter 13, though its purpose was not revealed at that time. The Janet warehouse was first seen in Chapter 20, and revealed to be part of the neutral zone in Chapter 24.
Much of Chapter 25 takes place in the neutral zone, as does much of Chapter 36, and Chapter 38.