There’s more to the word than a simple definition, though. Udûn is also a place you can point to on Middle-earth maps, albeit one that hasn’t been mentioned by name in the prequel series yet.
While it’s not exactly the same as Mordor, the volcanic region where Frodo and friends take the ring in the “Lord of the Rings” trilogy, it is a specific location within Mordor. Though not strictly canonical, Karen Wynn Fonstad’s book “The Atlas of Middle Earth” is nonetheless a valuable resource for fans of Tolkien’s works. Her maps show that Udûn is in northwest Mordor, and also speculate that it’s closely linked to the creation of Mount Doom.
Given that we more or less just saw said creation begin, it seems Fonstad’s assertions were correct. It’s likely that the Mount Doom eruption will signal a major shift in the surrounding landscape, eventually turning parts of the beautiful Southlands into the wasteland Mordor. Interestingly, though, the volcano-adjacent valley area is not the only Udûn that shows up in Tolkien’s writings.