In the credits, the Greek name Hades is spelled with a 'J' like in a Spanish pronunciation.
Alex's harp sometimes plays without Alex plucking the strings.
A human skull appears in the underworld. If this is the afterlife, the skull should have belonged to someone, not be something discarded on the floor.
In Greek mythology, only Tatarus (a section of the underworld) is equivalent to Hell, a place of ceaseless torment. According to the Greek poet Hesiod, it would take a nine-day free fall to reach Tatarus from Earth. Since Alex takes no more than a few hours simply walking down into the afterlife, he should never have reached or come close to a place where souls are tormented, yet continuously hears cries of Hellish torment nearby.