Josh is in the Further, having traveled to the night the Long-Haired Fiend attacked the nursery in the first film. He's in danger until we get the return of Elise, yelling "Go to Hell!" and blasting the spirit away.
The vile Woman in White gets her head smashed in by a rocking horse, courtesy of Elise.
Dalton ventures into the Further to help his father, and successfully guides him and Carl back by using the tin-can telephone as an anchor and a line back to where they came from.
Insidious: Chapter 3
Elise overcomes her mortal terror of the Bride in Black stalking her after remembering a reassurance from Carl. She quickly turns the tables, shoving the Bride away after proclaiming she's not afraid anymore. What sells the moment hardest and keeps it from feeling sappy, however, is Elise beckoning "come at me" into the shadows after and softly, nonchalantly calling out to the shaken spirit.
Elise: Come on, bitch.
Elise comes across the spirit of her husband, who asks her join him by taking her life. She quickly rebukes him and calls him out as the demon poser he is, and puts the blade he handed her to good use by slashing at him and threatening worse.
