I would show you proof if I could find it again, buried in a 202 page thread on another forum, but Act 2 takes us to Baldur's Gate proper. The datamine revealed an OUT_ (Outer City) and GRA_ (Graveyard) area in the location tags. The devs did say that we are not done exploring the Underdark yet though, so that either means you are right about Menzoberranzan or they simply mean the unifinshed Duergar encampment in Ketheric Thorm's fortress that you can glitch into right now + Moonrise.
There are some other hints I've seen suggesting a visit to Menzo is a solid possibility.
