When Apollo questioned how the Germani that Nero had with him were here despite being from ancient times, Nero responded that souls always escaped from Erebos even before Gaea commandeered the Doors of Death. It was quite easy for a god-emperor like him to call back his followers.
In some stories, Erebus is a region of the Underworld where the dead had to pass immediately after dying. It is sometimes used interchangeably with Tartarus.
Erebus was never actually directly mentioned in the series.