[ Hades... The Greek Underworld?! What the heck? For someone from another pantheon to enter her Underworld uninvited was surely in violation of some inter-pantheon treaty! ]

There are no "damned" souls. All souls are treated equally here. [She turned and kneeled by one of those cages.] They are resting. The cages stabilize their existence while they dream and find peace within themselves.

[ And then they can choose to move on and reincarnate, return to nothingness or just stay here if they like it. More importantly though, why isn't he scared? Is she less scary than Hades? She turns back to him and does her very best not to look anxious. ]

H-How did you wander here? One does not simply cross from a mythological layer to another.