The Underworld is a Hive ship that is currently being studied by a group of warlocks known as the Seekers of Heart.
The Underworld crashed on the Earth about the same time Oryx entered the solar system. The dead bodies of an unknown Hive sect were found in the ship and near the ship a strange hive knight was found and killed by the Seekers of Heart.
The Knight was covered in oil and ash and spoke an ancient hive language. The Seekers of Heart say that the knight and the ship belonged to some sort of Hive God and that they came here to overthrow Oryx and clam the solar system for their god.