Don't really know how they'd work as a crossover thematically, because the entire point of Hazbin Hotel is supposed to be that the denizens of Hell aren't as irredeemable as Heaven makes them out to be, while Helluva Boss is a dark comedy about a bunch of fuck-up hitmen murdering people on the behalf of shitty vengeful sinners (or at least it was until season 2 did whatever it was trying to do).