The second one only makes sense if you're talking about some mythological place inhabited by dead people. If Percy went to Hades, he must have been dead. (Actually, in the story I'm thinking of, he found a secret way to enter the land of the dead while still alive. Getting out again was harder.)
The third one only makes sense if there is a chance he was dead, but that he is no longer dead, AND he visited the place inhabited by the dead. In the right mythology it's possible. But it's not suitable for a normal conversation about the world as we know it.