I was just wondering where/what Udun is.
I'd thought it referred to some part of Thangorodrim or something...
In The Etymologies we find a base TUB-, untranslated, but with a primitive derivation *_tumbu_ 'deep valley'. Cognate with this is the adjectival formation *_tubn’_ 'deep', whence N. _tofn_ (note the development *_-bn_ to _-fn_ as in Welsh).
(...) *_Utubnu_, of Melkor's 'vaults in the North', whence Q. _Utumno_, and by regular development (as in Welsh) of medial _t_ to _d_ and of final *_-bn_ > *_-fn_ > _-n_, the Sindarin name _Ud’n_. This will be familiar to readers of The Lord of the Rings as the region just behind the Morannon in the extreme north-west of Mordor. A name that Tolkien translates as 'hell'.
(...) The deep parallels in form, meaning, and mythological significance between W. _Annw(f)n_ 'hell' and S. _Ud’n_ 'hell' are far more striking than the surface similarity between W. _Annwn_ and S. _Ann’n_ 'Sunset, West', but are discoverable only by philological exploration. Just the sort of exploration that Tolkien himself would have loved, I think!' Carl Hostetter
From part of (stress part of) Mr. Hostetter's interesting look at Welsh Annwn, Sindarin Ann’n and Ud’n.
Udun or Utumno was once the great fortress of Melkor- the mightiest of all children of Illuvatar. In his might he attempted to negate the will of Eru and to destroy the creations of the Vallar (he was Valla also in his very early days) in order to rule over Arda. In Utumno he gathered his forces of twisted spirits. After his defeat, Melkor was taken captive in Vallinore.
After his escape, Morgoth created Angband (The Iron prison). There lived Sauron, once a servant of Melkor's will, as well as the Balrogs did.