First, wait for Xenia to leave so you can get her copy of the script.

What should I do with Xenia's script?

In the script, look at the note on page 1. That mentions the remote used to operate the lift (which is an elevator in the middle of the stage for when you want a dramatic effect, like someone rising up out of the floor).

Go backstage and down the stairs behind Grigor. There's only one thing you can interact with here, so head for it.

Enter the number in Xenia's script -- 18355 -- to open the box and take the remote. (The thing next to it is a breaker box. You'll need this at some point, so you might want to remember it's here.)

Now go back out on the stage and stand on the square of wood in the middle of the lawn. When you get there the first time, Nancy says, "This must be the spot to activate the lift."

So stand there, then pull out the remote and push the down button.

This will take you to (dunt-dunt-DUH) The Underworld. Be prepared for a bit of a surprise when you arrive (but nothing terrible).

The Underworld

Should I be worried about Thanos?