The second episode is nice, except Heck (level 9) is annoying and very difficult in some versions where the demons take an insanely long time to kill (as opposed to a single hit). This feel so unfair, that it is suspected to be a bug, but who knows. However, the GOG version should allow demons to be killed in a single hit of the blade, which makes this level much more reasonable.
Discussion here:
https://www.vogons.org/viewtopic.php?p=672596#p672596
I don’t remember Episode 3 much, except it introduces the level map (forest) where you walk and enter individual levels (instead of feeling like you are smoothly moving from one to the other as in Jill 1 and 2).