I got to Kratos mentioning Calliope and you can definitely tell they're setting up for her return. They actually brought up Kratos giving up ever being with her to save Helios (which was something I hoped Kratos and Helios would discuss) and him agonizing over her everyday until Faye and Atreus helped him move on.
"I hope she has found peace in Elysium." Kratos, her last scene was her so dejected she no longer plays her flute. She's alone without her father and her mother. Her note in God of War 3 is:
"The fires! The people screaming! I was so scared. Why didn't Father protect us? The Judges say I have to go now to Elysium and that it will be nice there. I miss my family."
She's a daughter of Kratos, it's a family tradition at this point to escape the afterlife. She's so coming back.