The Demonic Escape HE tends to spawn some underdark heroes, much as the rest do. But they're never in range of the HE itself. In Dread Ring they end up by the bone grinder. In WoD they end up towards the NE a bit, near a group of 5 mobs and a captive, and they're embedded in the ground. Frankly, they shouldn't spawn at all for these encounters, as they are too easily messed up by a brain-dead generic AI. I'm guessing this might be a symptom of some dev realizing this, but making the mistake of thinking they had successfully hidden them by altering their spawn points. Mobs will still aggro onto them, just not any of the ones from the HE.
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