I was kinda disappointed that Hades 2 is still in Greek myth. They could have done Norse this time. Or something else. Egyptian maybe could have worked. They have an underworld too
Plus isn't Hades 2 not even set in Hades this time?
The final level is set in Tartarus. It is the only level in the Greek underworld though, unlike the first game which featured more of the underworld. Edit: Erebus and The Fields of Mourning are part of the Greek underworld, but in the game they not considered to part of Hades's (and later Chronos's) domain.