Abrogail does not know where in Dis she has been brought, but it is easily recognized as a fortress of Dis to anyone who has traveled there.
The pit fiend hands her over to a lesser devil that guards the gate, of that fortress; if there are instructions spoken they are conveyed telepathically and not for mortal ears to hear.
...this is probably, still, on net, a good thing; the pit in her stomach has fallen only half as deep, now. She doesn't know what Keltham wanted of her, and he might be able to buy a disgraced Queen with the Crown; she is not escaped from his grasp, if she matters to some plan of his. But whatever is to follow, Hell has much more of an interest in Abrogail Thrune still being Queen of Cheliax when it's over. They'll extract a price in pain, for her failure; but pain is something she knows how to bear, even if it can't be borne, you just go on.