I think 2 and maybe 7 are the only hells they can survive in, the latter more so because I know there are some wacky shit in Diablo but I don't think the hells in there will be filled with all of them taking notice of Dante and Vergil, the rest are from settings that are far stronger than DMC so I think they would die. If the nine hells of Baator get progressively higher and higher in scale they might survive the first few level but I don't know how even the lower hells of DnD scale so even that might be too much.