Possible Clues:

• In Greek myth, the Underworld
• (Classical) underworld
• It's hell in the shade
• Drank some extra stout, and kept it down
• Charon's underworld
• Underworld god
• He'll be bad enough to go there
• Persephone's abductor
• Lady in distress, from Sardis, perhaps
• A place of some darkness, first to last!