So, Grim Dawn left us with two evil factions still going on and i was wondering if we could hope to have the possibility to kick them from earth and destroy their leaders for good. Like go to the aether and the void and atomize the meanies. The ending felt a lot like a cliffhanger of some sort and i really would like to do more.
Well the cthonics grand plan is dronezo for the time being, don’t think we will be traveling to the void to do more damage. The ending is definitely a bit of a cliffhanger, that is why the expansion exists 
The aetherials will be dealt with in the expan
Well in Titan Quest we went to Hades, so nothing is off the table.
Apparently, places like Obsidian Throne and Bastion of Chaos are part of the void. Which is a bit weird because there are human archaeological remains (such as burnt out buildings) at parts of these locations.
While there is sufficient lore to explain what the Steps of Torment are, I don’t think there’s substantial lore to explain exactly what the Void is.
Actually, the Void appears to be able to absorb other dimensions. The dude from the Dalia secret quest says their house was absorbed into the Void.