Board Thread:Q & A/@comment-26023716-20151207030126/@comment-1820614-20151212043720

By process of elimination he goes to Hades.

Valhalla has no real claim to him. Yes, he died a heroic death fighting a Norse monster, but that isn't enough. A valkyrie has to specifically choose you. Personal belief, connection to Norse gods, or funeral rites may point you toward it yet it isn't enough to get you in. Plenty of Greek and Roman demigods have died heroic deaths and they do not go there.

The Egyptian Land of the Dead does not process people much anymore. Funeral rites and personal believes can point you there, but we know from the dead Romans that is some other god has a stronger claim you go there.

In the end, you are talking about a direct son of Zeus. Regardless of anything else that pretty much gurantess you a spot in Hades regardless of personal belief or funeral rites. Add on his close ties to the other camps and Hades is where he would likely go.

Hades itself appears to be a general catch-all for any mortal of Western Civilization who dies. The Egyptian underworld has not been receiving them and currently we do not know how it divides up with Hel.