Rewinding to season 4, while Vecna/Henry Creel (Jamie Campbell Bower) didn’t give a name to this other dimension, the Abyss was where Eleven (Millie Bobby Brown) banished him back in 1979. Then, in 1983, when Brenner was having Eleven look for Henry/Vecna, she inadvertently created the Upside Down.
Source: The Abyss vs Dimension X: Stranger Things big TMNT twist, explained
