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To unlock all levels in F3 Menu, do the password to go the Torment (a running) level.
Grab 4/5 pots during the level, when the level is finished, after doing SPACE for the results, you'll get a password code message.

Then, exit the Hades final boss, you can select any level next time by doing F3.

I don't know where GOG save is handled, I could give a downloadable file else.