So here's what we know:
1.) before Christ ascended, no one else had ascended to the Father
: John 3:13
No one has ever gone into heaven except the one who came from heaven—the Son of Man.
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2.) the OT saints didn't receive what was promised before the church: Hebrews 11:39-40
39These (OT saints) were all commended for their faith, yet none of them received what had been promised,
40since God had planned something better for us
so that only together with us would they be made perfect.
3.) Even after Jesus had risen, there were believers who were sleeping, ie physically dead in the ground:
1 Corinthians 15:6
After that, he appeared to more than five hundred of the brothers and sisters at the same time, most of whom are still living,
though some have fallen asleep.
4.) Paul states that if there is no resurrection, then the dead have perished and we should "eat and drink for tomorrow we die". So each person may have a soul, as you say,
but if there is no resurrection, then it is as good as dead. To say the soul goes to heaven before the resurrection would be the opposite of what Paul is saying:
1 Corinthians 15:32
If I fought wild beasts in Ephesus with no more than human hopes, what have I gained?
If the dead are not raised, “Let us eat and drink, for tomorrow we die.”d
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The author of Hebrews states that Enoch did not experience death, but it also states that he didn't go to heaven:
Hebrews 11:13-16
All these (including Enoch and Elijah) people were still living by faith when they died.
They did not receive the things promised; they only saw them and welcomed them from a distance, admitting
that they were foreigners and strangers on earth. 14People who say such things show that they are looking for a country of their own.
15If they had been thinking of the country they had left, they would have had opportunity to return.
16Instead, t
hey were longing for a better country—a heavenly one. Therefore God is not ashamed to be called their God, for he has prepared a city for them.
This agrees with Jesus, that no one had ascended to the Father except the son of man (john 3:13)
Lets look at the context:
1 Thessalonians 4:14
For since we believe that
Jesus died and rose again, even so, through Jesus, God will bring with him those who have fallen asleep.
The concerns of the Thessalonians were about the believers who have died before Christ's coming. Paul states that they believed Jesus died and rose again, so through Christ, the dead in Christ will be raised. God will bring with him to heaven those who have died. He goes farther in the next verse to clarify the order of the resurrection:
1 thessalonians 4:15-16
For this we declare to you by a word from the Lord,
d that we who are alive, who are left until the coming of the Lord,
will not precede those who have fallen asleep.
16For the Lord himself will descend from heaven with a cry of command, with the voice of an archangel, and with the sound of the trumpet of God.
And the dead in Christ will rise first.