The Dungeon of the Mad Mage sets are a decent place to start, as they have many caverns/corridors, many of them quite dry and many of them very dangerous! Skullport is an underground city, though you’d have to turn off the waves/harbor sounds, as it is a port city in the Forgotten Realms. Things like Dungeon Depths and Catacombs of Wrath are also good dry underground places. There are also parts of Dungeon of the Dead Three which are great for that purpose as well (some are very wet/flooded, but others are quite dry and creepy).
There’s also several good ones in the Sci-Fi player. I really like Sub-Terra (which is mostly dry with an option of a cave stream if you wish), because in addition to some great subtle underground exploration, there is also some great lurking creatures/peoples, which could be anything from a carrion crawler to quaggoths to grimlocks!
Insect Hive and Swarm Attack may be useful because Underdark (though probably turn off the bullets and lasers…).
I also like Nyarlathotep, which is general creep and horror with an underground ambiance. There’s wet floors and some distant drips, but those could be turned off, and it is a very, very scary set with demonic voices and these great horror stings.
Then there’s Cultists, which is underground, with female chanting and a sacrificial victim, along with a fight (has both melee and firearms available separately) and fleeing.
I hope that helps and let me know if you need other things!