As already mentioned, as per 1st edition rules, you can't get to the Hells from the Ethereal Plane. As per 5e rules, being on another plane has a fairly minimal effect on game mechanics.
The big question really is what is your style? The thing about the Ethereal (also applies to some other planes) is there is no world map. Which means the default state is a string of predetermined, possibly randomised, combat encounters. Which may be fine for your game. However, if you want to give your players some agency, I would draw some kind of schematic diagram, with branches based around potential player choices. So you might have Border Ethereal (Home plane), Border Ethereal (adjacent plane), Deep Ethereal (party is lost), Deep Ethereal (party has means of navigation), etc. Around those locations I would scatter one or two guides or other potential solutions to the "how do we navigate this trackless void" issue, which would seem to be the main obstacle for the party to overcome.
The most recent addition to the Ethereal plane is the Radiant Citadel, which lurks somewhere in the Deep Ethereal. The setting, without the adventures from the book, was available as a free download at one time. It doesn't give a way to the Hells, but it does have a location called The Preserve of the Ancients, where primal beings live. I ran a non-combat mini-adventure were the players had to try and get some information from one of the (largely non-vocal) ancients (they didn't know which one). If your players were to get lost in the Deep Ethereal they could stumble upon the Radiant Citadel and seek guidance there.