Legendary Saint Orpheus
Seiya and Shun leave the Valley of Air and run in the rain as they encounter an Egyptian building. Suddenly, the smell of death reaches them and they discover a three-headed monster that eats the dead. Source: crunchyroll
Aired 21/01/2006EP 3 - Legendary Saint Orpheus

2005
Saint Seiya: The Hades Chapter - Inferno
Seiya and the rest of the Bronze and Gold Saints who have survived the Sanctuary battle have entered the world of the Dead. They are fighting to get to Hades and defeat him.
(Source: Anime News Network)