The book of Hebrews was written to the Jews of the day (as well as now, 1900+ years later) that did/do not believe Jesus is the promised Messiah. It's commonly thought that Paul, a 'super Jew' that was a Pharisee (very well educated in the Torah and OT, usually rich, etc) wrote this book to the Jews. As he wrote in Romans 1 and 2, 'to the Jew first'. So he did not abandon his immediately following the road to Damascus experience and go to the Gentiles. He didn't meet with Jesus in Arabia until some years later (about 40 AD, as far as I can tell) and be given the revelation of his going to the Gentiles. So in the intervening time, he'd go from town to town preaching Jesus IS the promised messiah, exactly as Peter had confirmed by his faith -
Matthew 16:16
And Simon Peter answered and said, Thou art the Christ, the Son of the living God. (KJV)
There's nothing about the Gospel as believers in Christ per 1 Corinthians 15:1-4 in Hebrews. In Hebrews, Paul repeatedly writes 'but now there is a better , pointing to Jesus. Paul also refers to the New Covenant in Jeremiah 31:31-34 which will take place when Jesus comes to establish His Kingdom after the promised 70th week of Daniel, ie, 7 year tribulation referenced in Matthew 24, Luke 21, and, of course, Revelation as well as Daniel, Ezekiel and other places.
Getting to your question...Hebrews 11 is considered the 'faith' chapter in which Paul writes of the power of faith and the great things God has done for the faithful. But verses 33-38 show both the good things as well as the bad things that can happen to the faithful. The same is true today. Christians are still being persecuted for their faith and, speaking from personal experience, have had great things happen to them in response to prayer.
Heb 11:33-40 (KJV)
33
Who through faith subdued kingdoms, wrought righteousness, obtained promises, stopped the mouths of lions,
34
Quenched the violence of fire, escaped the edge of the sword, out of weakness were made strong, waxed valiant in fight, turned to flight the armies of the aliens.
35
Women received their dead raised to life again: and others were tortured, not accepting deliverance; that they might obtain a better resurrection:
36
And others had trial of cruel mockings and scourgings, yea, moreover of bonds and imprisonment:
37
They were stoned, they were sawn asunder, were tempted, were slain with the sword: they wandered about in sheepskins and goatskins; being destitute, afflicted, tormented;
38
(Of whom the world was not worthy they wandered in deserts, and in mountains, and in dens and caves of the earth.
39
And these all, having obtained a good report through faith, received not the promise:
40
God having provided some better thing for us, that they without us should not be made perfect.
As Joshua1eight indicated above, the torture is in Maccabees. As to why Maccabees and the rest of the Apocrypha is not part of non-Catholic Bibles, I can only repeat what I have read. Back when the Bible was 'being assembled', those putting it all together decided what potential books were clearly inspired by God and which ones weren't. How they could make such decisions, I don't know.
But I do know that the 66 books that comprise the Bible today are far more than enough to lead its readers to salvation. I'm one of them. 23 years ago, while in a major, near suicidal depression, a Christian friend at work gave me a Gideon Bible (NT, Psalms & Proverbs only) that I hungrily read from cover to cover. I was saved exactly 1 week after I finished it! My friend answered my questions along the way, but other than putting Gods' Word in my hand, did not evangelize me. It was a traveling evangelist at the church where I am still a member that made Gods' Word fully 'click' in my heart!