One week to go, woo.
Traditionally in Touhou games, you generally enter / reach the big bad's turf at or after stage 4. I personally expect whatever place we're starting from to be somewhere close to the entrance of a proper Hell, and stage 2 and 3 are gonna be pretty much kiddy stuff compared to the proper Hell-like Hell or the fancy building owned by the big bad located in there that these stages are leading us towards.
Anyway, dunno if this is something that we're gonna see in the earlier stages, but generally, for some reason, for a fair number of Hell related stuff, ZUN has associated wind (ie : lullaby of deserted Hell's beginning, wind blowing over Mt Ooe, Winds of Agartha, ...). Dunno why ZUN does that, but I wouldn't really be surprised if ZUN uses wind related motifs for this game.
There have been various mentions of types of Hells and things found in them, so, wild speculation here, but among the possible contenders for stages, we might possibly get a stage that's got the blood needle grass (if that was the name, damn I really need to reread FS), or some kind of barren place where wind blows heavily, or possibly the Hell of blood pools that Murasa was in, or none of those or whatever. And darkness. Potentially lots of darkness.
It seems to me there are a lot of people who do not understand the difference between "Old Hell" and "New Hell". Touhou 11 takes place in "Old Hell". Touhou 17 will take place in "New Hell" (also commonly known as: "Hell"). Since the setting is different, there's no reason for the Touhou 11 characters to appear in this game.
There are plenty of Hells, but aside from how chaotic they are, their most defining feature is how they're instrumental in torturing and punishing the souls of the damned in Touhou. Old Hell is still a "hell " in the sense where it is a location that reunites the physical criterias that makes a hell a hell (extra super large, lack of lifeforce, not living creature friendly, dark, ...), but is not a hell in the more "administrative" sense where hells serves to punish badies cuz Old Hell got decommissioned.
The connections between the various kinds of hells is incertain though, but it is quite possible for the various hells to be located in one outrageously HUGE place and are physically connected, but travel is impractical due to the sheer size of the place ; just as it's possible that each and every single hell each exist in planes that are separate from each other ; or some are physically connected while others are in other planes. Clarification is currently needed.
It would be nice if one day ZUN could return to the style of the older PC games (especially 06-08... those were the best). Ever since Touhou 13 it feels like ZUN has been lowering the bar in terms of characters, music, danmaku...
Ehhh, that is LARGELY debatable. Going from the more unique composition styles of stuff like Clownpiece's, Raiko's, and some other songs to the more intense and generally agreed upon to be climatic final boss themes such Shinmyoumaru's or Junko's on the music side ; or considering characters such as Okina, Kokoro, Sagume, Sumireko and others, who clearly have much consideration towards the inspiration into making them AND what they add to the series ; and as for danmaku ... eh, there are ok and not-so-ok ones (it's a bit complex for me to possibly rant about in a few sentences). Anyway, there are plenty of considerations that need to be put in regards to the new material, and as a lore guy, and I'm sure various other people will echo my sentiments, Touhou has never been as interesting as it currently is. So, I personally do not see much things that lend credence to how the bar gets lowered in recent works. It does not make much sense that ZUN's ability as a creator go down while his experience as a creator piles up. While I'd agree that most of the older games are pretty polished compared to the newer releases, I doubt the new releases are as crappy as how the harshest critics say they are, having played them as well.