Why didn't they just go to the আন্ডারওয়ার্ল্ড earlier?

I don't think the characters knew going to the আন্ডারওয়ার্ল্ড was even possible until now.

That's because they only just learned about it when Robin was nearly taken there when Belle and Regina were trying to find out about the thing trying to take him away. They didn't really know that it was an option until recently. Besides, being able to bring Hook back to life দ্বারা sharing a হৃদয় with Emma is only a theory Emma has and there is no real way of knowing if it would work দ্বারা going to the Underworld. Unlike a lot of people, I প্রণয় the direction the প্রদর্শনী is going in. I do wish that The Queens of Darkness, The Dark Swan, and The আন্ডারওয়ার্ল্ড all just were shown as an entire season than just for half a season because there's so much potential with them.

Since there are going to the আন্ডারওয়ার্ল্ড will Neal & Graham return as while as Hook

One of the things necessary to travel to the Underworld/summon Charon's নৌকা is the blood of someone who's died and come back to life. This wasn't possible back when Daniel died, অথবা back when Graham অথবা Cora died (characters আপনি didn't name but ones some characters might be motivated to save). Rumplestilskin was the first character to be revived, so আন্ডারওয়ার্ল্ড travel wasn't possible before season 3B.

As for Neal's death, the characters didn't know this was a possibility. Even though at this point they'd have the necessary blood, they didn't know that it could be used in this way. Hook only learned of the means to do this from Nimue's memories when he basically made a deal with her to bring back all the late Dark Ones in exchange for his revenge (I'm not sure why Rumplestilskin couldn't have learned it from her previously, other than the writers not thinking of the idea অথবা not wanting to use it at the time). Also, I think in reality they had to kill off Neal অথবা write him out somehow, because his actor wanted to leave.

Finally, writers in general don't want to be bringing characters back from the dead early on অথবা doing so too easily অথবা without a price. If আপনি do so, আপনি make the deaths cheap and stop অনুরাগী from caring as much for the characters. দ্বারা season 5, it was like they'd earned a one-time character save.