Right now, demons act more like beasts than like anything intelligent. That's compatible with some visions of hell, but there are a lot of really interesting visions of hell that involve quite a bit more social structure-- in D&D terms, your lawful evil vs your chaotic evil.
So I am proposing sites, civilizations, and historical figures in hell.
Sites are probably the most difficult, because existing settlement types wouldn't work well. Maybe castles would work okay, but not towns. It's also very low priority, since visiting hell doesn't happen really frequently. It would be easy to see curious structures as settlements, but it would be weird the way they were so regularly distributed across the map.
Civilizations would need a little bit of diversity to allow for conflict. Then you can have wars and historical figures. It would be cool if there were a few demon types that were specific to certain civilizations, while other demons existed across all or most civilizations.
If you want to add non-demonic megabeasts to hell, there's historical precedent for that (fallen angels vs children of Lilith), and in-game precedent for that, with FBs entering through hell. Now you have a few more legends. Maybe an abandoned demonic castle here and there.
Now, after you've done all that, you get to the good part: demonic sieges and ambushes! For a little bit of end-game after the end-game. Maybe if you do really well the demons will treat for peace. Maybe after that they'll send you a merchant.