Don't see a 'Hell' in Middle Earth.
Minas Morgul, Dol Guldur and Mordor are terrible places, as was the later days of Saruman-run Orthanc, but these places are accessible to anyone stupid or brave enough to walk in. Mere mortals have seen at least three of the four. And I don't see the 'underground' associated with the same.
Moria is in the physical world too. Surely the bottom of the Black Pit was a semi-mythical place, but the Dwarves built a stair almost to the same, and so I would say that this rules out Moria being Hell - too easy to access. The darkness and horror associated with Moria is due to new tenants (orcs and the Balrog). Assumedly, if the Balrog and company set up in the Shire then it would have a black name too. Moria had been a nice place once, and even Elves may have liked to go inside now and again.
Utumno would be a better candidate, as it was never meant to be an amusement park but more like a fortress/prison. Also it was inhabited by the less than nice. Free folk were sent there (when captured by Melkor's ilk, but not by Eru's judgment) and tortured - not, however, because of their misdeeds/sins but more for the pleasure and gain of Melkor et al. The torture was mental - seeing one's kin beleaguered and killed - and physical. Don't think that there was much self-torture as alluded to earlier in the thread.
Melkor was not tortured there (or at least any more there than anywhere else), and in fact it was his home base. Note that Satan is
punished in Hell. Anyway, in the end Utumno is destroyed, and so that would remove any 'eternity' associated with the place.
Beren and Luthien took the place down momentarily and even survived to tell about it. But where their tale (to me) differs from others is that the two lovers fulfill the quest together just to remain honorable. It's not like Beren had to win a Silmaril in order to win Luthien's love. They loved each other enough to go on the quest together
obviously figuring that (1) if successful, they'd be able to be legally married or (2) if not, at least they'd be able to spend some quality time together.
The Void to me is 'nothingness.' There is a form of
existence, but not like we would know or comprehend it. To build from the previous analogy, assume that you could dehydrate people (don't try this at home!) and rehydrate them as desired. Poof! Sans water all one would have is dust. The person therein would still remain, as with a little water he/she would spring right back up and partake in life, but as dust would not be able to think, experience, count time...anything, just
be.
To me when Melkor and his followers are cast into the Void they are dehydrated and made to sit out the game until Dagor Dagorath.
And in regards to holes in the ground, I think that one of the big reasons that mystery is associated with the same is (1) the earth (caves, holes) is accessible and (2) we've always had some fun when explaining things that go bump in the dark. Very high mountains, the 'edge' of the ocean, the depths of the earth etc are all places where mysterious things can take place. By climbing foothills, getting our toes wet or spelunking we can extrapolate as to what the end of the journey would be like. Surely we haven't gone there ourselves, but we know someone who knows someone...
It's a bit more of a trick to convince others that you or someone you know has journeyed into the air.
And I assume that it was found to be more efficient to
bury the dead (for many cultures) than to hide them any other way from scavenging. The dead go into the ground, one can via cave go into the ground and reemerge...2+2 = 22.
