To unlock all levels in F3 Menu, do the password to go the Torment (a running) level.
Grab 4/5 pots during the level, when the level is finished, after doing SPACE for the results, you'll get a password code message.

Then, exit the Hades final boss, you can select any level next time by doing F3.

I don't know where GOG save is handled, I could give a downloadable file else.

Thanks for the useful information, much easier than having to remember or look up passwords to get to certain levels.

For anyone who is like me and likes to backup saves/config for all their games, I did locate the save/config info in the registry under [HKEY_LOCAL_MACHINE\SOFTWARE\WOW6432Node\Disney Interactive\Hercules]