The oldest commentary that I have been able to find on Luke 16:19-31 is this one by John Lightfoot (1602-1675). This man seems to have been quite learned in ancient Hebrew beliefs and customs. The commentary is lengthy so I have divided it into two sections so as not to possibly exceed the number of words allowed for one post.
19. There was a certain rich man, which was clothed in purple and fine linen, and fared sumptuously every day:
[There was a certain rich man.] Whoever believes this not to be a parable, but a true story, let him believe also those little friars, whose trade it is to shew the monuments at Jerusalem to pilgrims, and point exactly to the place where the house of the 'rich glutton' stood. Most accurate keepers of antiquity indeed! who, after so many hundreds of years, such overthrows of Jerusalem, such devastations and changes, can rake out of the rubbish the place of so private a house, and such a one too as never had any being, but merely in parable. And that it was a parable, not only the consent of all expositors may assure us, but the thing itself speaks it.
The main scope and design of it seems this, to hint the destruction of the unbelieving Jews, who, though they had Moses and the Prophets, did not believe them, nay, would not believe, though one (even Jesus) arose from the dead. For that conclusion of the parable abundantly evidenceth what it aimed at: "If they hear not Moses and the Prophets, neither will they be persuaded though one rose from the dead."
20. And there was a certain beggar named Lazarus, which was laid at his gate, full of sores,
[Lazarus.] I. We shew in our notes upon St. John 11:1, in several instances, that the word Lazar is by contraction used by the Talmudists for Eleazar. The author of Juchasin attests it: in the Jerusalem Talmud every R. Eleazar is written without an Aleph, R. Lazar.
II. In Midras Coheleth there is a certain beggar called Diglus Patragus or Petargus: poor, infirm, naked, and famished. But there could hardly be invented a more convenient name for a poor beggar than Lazar, which signifies the help of God, when he stands in so much need of the help of men.
But perhaps there may be something more aimed at in the name: for since the discourse is concerning Abraham and Lazarus, who would not call to mind Abraham and Eliezer his servant, one born at Damascus, a Gentile by birth, and sometime in posse the heir of Abraham; but shut out of the inheritance by the birth of Isaac, yet restored here into Abraham's bosom? Which I leave to the judgment of the reader, whether it might not hint the calling of the Gentiles into the faith of Abraham.
The Gemarists make Eliezer to accompany his master even in the cave of Machpelah: "R. Baanah painted the sepulchres: when he came to Abraham's cave, he found Eliezer standing at the mouth of it. He saith unto him, 'What is Abraham doing?' To whom he, He lieth in the embraces of Sarah. Then said Baanah, 'Go and tell him that Baanah is at the door,'" &c.
[Full of sores.] In the Hebrew language, stricken with ulcers. Sometimes his body full of ulcers, as in this story: "They tell of Nahum Gamzu, that he was blind, lame of both hands and of both feet, and in all his body full of sores. He was thrown into a ruinous house, the feet of his bed being put into basins full of water, that the ants might not creep upon him. His disciples ask him, 'Rabbi, how hath this mischief befallen thee, when as thou art a just man?'" He gives the reason himself; viz. Because he deferred to give something to a poor man that begged of him. We have the same story in Hieros Peah, where it were worth the while to take notice how they vary in the telling it.
22. And it came to pass, that the beggar died, and was carried by the angels into Abraham's bosom: the rich man also died, and was buried;
[He was carried by the angels.] The Rabbins have an invention that there are three bands of angels attend the death of wicked men, proclaiming, "There is no peace, saith the Lord, unto the wicked." But what conceptions they have of angels being present at the death of good men, let us judge from this following passage:
"The men of Tsippor said, 'Whoever tells us that Rabbi [Judah] is dead, we will kill him.' Bar Kaphra, looking upon them with his head veiled with a hood, said unto them, 'Holy men, and angels took hold of the tables of the covenant, and the hand of the angels prevailed; so that they took away the tables.' They said unto him, 'Is Rabbi dead then?'" The meaning of this parabolizer was this; Holy men would fain have detained R. Judah still in the land of the living, but the angels took him away.
[Into Abraham's bosom.] ...The Jewish schools dispose of the souls of Jews under a threefold phrase, I can hardly say under a threefold state:--
I. In the garden of Eden, or Paradise. Amongst those many instances that might be alleged, even to nauseousness, let us take one wherein this very Abraham is named:
"'He shall be as a tree planted by the rivers of waters.' This is Abraham, whom God took and planted in the land of Israel; or, whom God took and planted in Paradise." Take one instance more of one of equal fame and piety, and that was Moses: "When our master Moses departed into Paradise, he said unto Joshua, 'If thou hast any doubt upon thee about any thing, inquire now of me concerning it.'"
II. Under the throne of glory. We have a long story in Avoth R. Nathan of the angel of death being sent by God to take away the soul of Moses; which when he could not do, "God taketh hold of him himself, and treasureth him up under the throne of glory." And a little after; "Nor is Moses' soul only placed under the throne of glory; but the souls of other just persons also are reposited under the throne of glory."
Moses, in the words quoted before, is in Paradise; in these words, he is under the throne of glory. In another place, "he is in heaven ministering before God." So that under different phrases is the same thing expressed; and this, however, is made evident, that there the garden of Eden was not to be understood of an earthly, but a heavenly paradise. That in Revelation 6:9, of 'souls crying under the altar,' comes pretty near this phrase, of being placed under the throne of glory. For the Jews conceived of the altar as the throne of the Divine Majesty; and for that reason the court of the Sanhedrim was placed so near the altar, that they might be filled with the reverence of the Divine Majesty so near them, while they were giving judgment. Only, whereas there is mention of the souls of the martyrs that had poured out their blood for God, it is an allusion to the blood of the sacrifices that were wont to be poured out at the foot of the altar.
III. In Abraham's bosom: which if you would know what it is, you need seek no further than the Rhemists, our countrymen (with grief be it spoken), if you will believe them; for they upon this place have this passage: "The bosom of Abraham is the resting-place of all them that died in perfect state of grace before Christ's time; heaven, before, being shut from men. It is called in Zachary a lake without water, and sometimes a prison, but most commonly of the divines Limbus patrum; for that it is thought to have been the higher part or brim of hell," &c.