Could you tell me if it does exists an anime in which the mc bets his soul to go to heaven or to hell?

Hmm, no. Not many options in the first place, since anime usually do not have a christian heaven and hell, being more rooted in buddhism.

Have you heard the Charlie Daniels song “Devil went down to Georgia?” Here is an animation of it.

If you’re not a native English speaker the words might be a little fast and difficult to understand.. Look up one of the many videos that have the lyrics.

Futurama has two episodes at least where Fry and Bender have deals with the robot devil.