You should look up more about Gehenna, specifically. From what I could tell in my half-assed research, Gehenna is a literal valley where either bad things happened for other gods or trash was incinerated (I said it was half-assed, didn’t I?). So saying someone would “go to Gehenna” may just have been a powerful rhetorical insult of some kind.

Hades and Tartarus are from the Greek polytheistic religion, of course. And you’re right, Hades is not a bad place, just a place where you drink from Lethe and forget yourself. I had a lil’ crush on Lord Hades when I was a teenager. And I still wonder why the Greeks didn’t pay him more homage. After all, if that’s where you’re going to spend the majority of your existence, you may as well get in good with the management.