The Underdark itself is super disconnected from the rest of the game. Grymforge is also kind of weird. When you get to the Gith creche you'll pick up the main story again. That crech is part 1 of act 2, and then the Shadow-Cursed Lands are the main part of act 2. The Shadow-Cursed lands are IMO the best part of the entire game.
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So if you're in the Underdark, you're not actually in Act 2 yet. If you need the main story to drive you forward, you have a little further to go. The Underdark doesn't advance any personal quests, at least not in a major way, even though there's plenty to do.
The difference between this and D:OS2 is that while Reaper's Coast felt open, the level scaling still had the zone on rails, more or less. Here, you have a couple different ways to go. If you want to move on (I suggest level 5 if you aren't already first), there is a way forward to find. If you want a more straightforward road, try the path on the surface.
Nah stick with it. Back up and explore a bit more to find alternative routes. It gets great but the atmosphere is EXTREMELY different than act 1
Sadly
I hate act 2's athmosphere