So if you’re in the Underdark, you’re not actually in Act 2 yet. If you need the main story to drive you forward, you have a little further to go. The Underdark doesn’t advance any personal quests, at least not in a major way, even though there’s plenty to do.
The difference between this and D:OS2 is that while Reaper’s Coast felt open, the level scaling still had the zone on rails, more or less. Here, you have a couple different ways to go. If you want to move on (I suggest level 5 if you aren’t already first), there is a way forward to find. If you want a more straightforward road, try the path on the surface.