If you're eager to travel to Gehenna and hunt the Devil Riders but not far enough into the Borderlands 3 story to use Sanctuary III, level-boost straight to campaign add-on content when creating a new Vault Hunter so you can head there right away.
Enemies and loot on the all-new frontier planet will scale to your Vault Hunter's level, so you'll be suitably challenged and rewarded as you explore the dusty wastes and cut canyons in search of your quarry.