First, I'd advise paying/persuading the ogre leader in Blighted Village to aid you. You'll get his horn, and you can use this horn three times (he'll demand payment after each fight, so keep at least 500 gold on you if you use it). It's VERY handy in the goblin camp, for example in the fight against Boss Ragzlin and the goblins drinking in the courtyard. I always use the horn for two fights: 1. Boss Ragzlin, 2. Goblin courtyard goblins. 3. Githyanki patrol fight if ability checks fail. DON'T use it against Ethel, though. Dunno if it's a bug or not, but it will turn Mayrina hostile if you use it in the fight (the ogre leader does say they'll eat anyone not part of your party when you get the horn...).
Also, near Minthara there is a goblin drum. Drums attract more goblins, so always make sure drums get destroyed before a fight. Turn the lights out to decrease detection. Then destroy it. Then go the room next to her room, the one that leads to Halsin... and destroy the drum there. You'll lose approval with the goblins there... but, meh, either bribe them or persuade them. You can always get your bribe money back from their corpse later. You can convince the goblin priestess to examine you in her own room. She will ask you to follow. Do so. Once you arrive in her room, close the door. Then talk to her, and tell her you'll kill her. At best she'll get five weak goblins in, but if you, Gale or Shadowheart have the Silence Spell, and you have the first turn before her.... cast silence on her and she can't scream for help. Easy to kill without her spells (just have your spellcasters run out of the spell's area of effect to damage her).
Fight against Ethel: Make sure you are or have a wizard or sorcerer in that fight or anyone else who can shoot magic missiles to dispel Ethel's duplicates. Have either Astarion or Laezel dmg her, and make sure they got one haste potion (don't overuse those, gonna need them in the Underdark, so just one). If she makes it to third or fourth turn, she'll teleport Mayrina down from the cage and create another illusion where one is Ethel disguised as Mayrina, and the other is Mayrina. This can potentially lead you to killing Mayrina. The real Mayrina says a line that includes "evil hag!". Hit the other one.
To get past gate when you first arrive in the Underdark, first destroy the glowing crystal with a ranged weapon or spell. Then there's a lever on the right side of the gate facing inwards. Just hit that.
In the Underdark, two fights in particular will be frustrating. A fight against a beast that springs from the ground, hits extremely hard, and will flee (potentially multiple times throughout the map) as soon as it gets to about 50% hp. You'll know it comes when the ground starts to shake. For this fight, you will need haste potions (one on each party member), a priest with the Halt spell (who should ONLY use that spell for entire fight), and lots of dmg dealt fast. Cast Halt each turn, once it gets close to 50% hp, then pop haste pots untill you dps it to death.
Second big fight in UD is a massive fight, even more challenging than the boss Ragzlin fight. Best way to defeat that boss (Nere) is by first infiltrating, rather than fighting your way into, the temple across the Underdark lake, then doing a quest for two duegar that will be whispering once you past them. Do that, and they and half the duegar will join your fight.
Third big UD fight is the Adamantite Golem. Hit the lava switch to make it vulnerable (lava flows away periodically, so have to click on lava switch couple of times), then lure it into the center with the mega-hammer... then pull the lever to smash it. To lure it, make a mental note of an X. Center of X is where hammer strikes. Have one party member stand on each of the four corners, then ONE party member shoots at it with a missile weapon/spell. That aggros the golem, and it will change direction towards the attacker.