The Hellboy In Hell trade won't be out for a long while, atleast according to the Letters column of the issues. They're not collecting it as a 4-issue TPB, instead opting to collect 5 issues. The 5th issue is a stand alone story from the previous four, a one-shot. That comes out later this year, I think.
That said, Hellboy In Hell was incredible. Wasn't expecting to find out what happened to Sir Edward Grey, so that came as a great surprise. The BPRD books are wearing a bit thin now though. There's now an Ape Sapian on-going along with BPRD. BPRD right now just feels like they're going out of the way to show how horrible the world is without really revealing anything new. We're two arcs after Return of The Master and nothing really interesting has happened as a consequence. Well, a few things have happened, but I didn't think we needed two small arcs to get that info across. I think it gets back on track in august or september.