Question: How would you go about breaking the ghost of a Scion out from Dubnolissos? (For the purposes of the question, it got there through Fate dickery and you and your band are Hero-level and lacking in any Death Boons.)
Um... well, you probably need some higher-level friends.
Honestly, at Hero-level, we would probably never send you to Dubnolissos, or any other Underworld. Things there are too powerful and dangerous for people who are barely more powerful than humans to handle, which is one of the main reasons that all the powers that relate to going to Underworlds and dealing with dead people - Death and Psychopomp boons, mostly - are level 4 or higher. Just getting into Underworlds is hard enough, surviving there is extremely difficult even for Demigods, and trying to get a ghost out when you have no powers that can affect ghosts and no Psychopomp - especially Spirit Lamp or Mother's Touch, which are your main powers for moving ghosts that can't move themselves - is next to impossible. Remember that even gods don't like to go to Underworlds when they can help it, and that often there are dire consequences for them when they do; so imagine how difficult anything involving them would be for a mere Hero.
Basically, you will have a hell of a time getting in there, have very slim odds of survival, and have no tools whatsoever to actually get the ghost back out with you again. And besides, once you did get the ghost out, what is your plan? That ghost is still dead. They won't spontaneously become alive and gain a body again even if you do manage to spring them. Actually returning someone to life is the province of high-level Death or purview Avatars. And if they stay dead, then you'll need to constantly hold onto them somehow - again, impossible without Death or Psychopomp - or get someone to bind them as a Birthright Follower or Guide or something, which requires much higher-level Magic than you have access to. And, anyone with Harmony is just going to go bananas all the time because there's a ghost in the World where it doesn't belong, and if you run into anyone with Harmony who does have Psychopomp or Death powers, odds are they'll just put the poor ghost right back where it started.
So: this is something that you, as a group of Hero-level Scions, will probably crash and burn if you attempt. The Underworld is not designed for baby Scions, nor is dealing with ghosts. You're kind of up shit creek. However, it's possible that you still need to do it - maybe one of your band died and needs rescuing or something! - so here is our suggestion.
Suck up. Suck up until you can't see straight. Suck up like your suction is the only thing keeping you alive. Suck up so hard you become a black hole.
There are two ways you have a good chance of success here: you can get someone else to go in for you who actually can do these things, or you can beg the death god in charge of the Underworld - in this case, Sukellos - to give you back the dead person. If you don't have the skills to handle dead people or stage a strike run on Dubnolissos, then you'll need to go to someone who does, or else just give up on the jailbreak idea and ask the boss for a little well-timed mercy. If you're not sure who to ask or where to start, Mystery is a great option to use when you need to start asking questions.
If you want someone else to go in for you, you'll need to give them a good reason to. This person is almost definitely higher Legend than you, which means they probably have other things to do, and going into an Underworld is no laughing matter, especially with theft in mind. You'll need to have a good reason they want to do this dangerous, tiring and completely altruistic thing for you, which might be difficult since as Heroes you don't have access to things like high-level relics or political favors to call in. We would suggest finding people who might be already connected to the dead person; if they're family, friends or otherwise have a vested interest in them, they'll probably be more likely to consider going after them. If there's nobody like that around, see if you can call on people who are related to the dead person and get them to help you out with this idea; explain what you want to do and see if they can provide any incentives you could offer to someone to get them to help out. If at all possible, you're looking for someone around Demigod level, because very few gods are going to have the time or inclination to do this for you and you may end up just pissing them off by wasting their time asking. Demigods are also easier to buy, since they are more likely to get use out of lower-level items or more mundane riches, so you have a better chance of successfully bribing them into doing this for you.
If there's nobody around like that, though, or you simply want to be above board about all this, then it's time to see if you can talk to Sukellos. Sukellos is a god, and he's pretty busy with all the divine responsibilities of his life, but you still might be able to get an audience with him. If you have any Gaulish Scions, they might have better luck calling on him; if not, you'll want to let your most socially adept person be the spokesman. Sukellos is pretty friendly, as death gods go, so that's lucky, at least; he is the kind of guy who might be willing to have a drink with you if you can find him. He's not likely to want to spend the energy to come up out of Dubnolissos to the World to talk to you, though, so you may need to see if you can catch him while he's already in the World - not as unlikely as with other pantheons, since the Nemetondevos do like hanging out with humans. You could also pray to him, although that's more like sending someone unwanted telepathy without warning, so it's not always a great way to ask for favors. If you can get into Dubnolissos and visit his home, that would be your best move politically, but it's also very dangerous, so only you can determine if that's a feasible choice.
Now, you mentioned that the dead person in question here wasn't supposed to be in Dubnolissos in the first place, so that's a good way to lead off. Explaining to Sukellos that there's been a cosmic mistake may incline him to correct it, although it's unlikely that he'll do so for free if the result isn't causing him any problems. He'll probably want to know who did that and why, so he can deal with it if it comes up again, and he might not appreciate his realm being used as a depository for other peoples' shenanigans. But, he's also the caretaker of an Underworld, so he may have no problem with that person being here now - dead's dead, after all, and as long as that particular soul isn't causing problems, there's no reason he needs to spend a lot of resources and time moving it. So you're again looking at needing some kind of gift, bribe or really great reason to convince him to let you take this dead person out of here, and it's probably going to need to be truly amazing if you want him to return the dead person to life (and if not, you're still going to end up with the problem of how to do anything with the ghost once you get it above ground again). If you're just trying to get the ghost to the Underworld it's supposed to be in, you might be able to get his permission for a different pantheon's psychopomp to come get it without too much difficulty, but convincing him to use expensive Death powers on your behalf will be considerably more difficult.
But stranger things have happened. Orpheus did manage to convince Hades and Persephone to let Eurydice live again, although he flubbed it before he got to the end, and other heroes have managed to get into and out of Underworlds with their skins intact. It's rare, but it's possible.