Right - Utumno is Season 1. The only vestiges we see of it is in the opening of Episode 2, when the Valar decide to invite the elves to Valinor. They are standing in the ruins of Utumno when that happens, so.....that is our last view of the place.
For Season 2 Angband, we will need a pre-Thangorodrim exterior. The place should be fairly hidden, as most of it is underground. I imagine it is fairly dark and non-descript aboveground, but it still needs some sort of entrance gate (which we will see in Episode 3).
Interior can have lots of dimly lit corridors (lined with torches?), echo-y, with sounds making the layout confusing/deceptive.
Balrogs need a place to hang out.
Sauron needs a lab. (already discussed)
Captive elves need a dungeon.
Other spaces are optional, but we could have private spaces for Thuringwethil, Telvildo, Draugluin, etc. Sauron could have a non-lab private space as well.