This is due to the Moonrise towers not being in the Early Access content, so something for us to look forward to. If you have been unable to find the Underdark area, may I suggest simply more general exploration, or do another playthrough with different choices. I haven't had Halsin die myself, but I know if he lives one of the suggestions he gives is the Underdark route.

In case you want a hint on finding the entrance to the Underdark;
Start searching in Priestess Guts' chambers inside the goblin camp.

Anything you can do, a bard can do better.