I remember Bioware made a contest about making a module telling the story of the main character hidden in the shadow realm between level 12 and 15 just before Hordes of the Underdark. Do anyone has the link to those?
one of the best of the SoU/HotU bridges : The Shadow Queen
for the sake of completeness, the winning modules for the post-SoU contest where : ShadoHaunt
and The Nether Scrolls
The Shadow Queen had a follow-up (didn't play it) meant to be played post HotU : SQ2 - The Pawns of Darkness