I just wondered if there's a chance that I can go back to let's say, Normal/Nightmare and do the last part aka Diablo. Then go back to where I am in Hell mode without needing to start all over from act 1 again?
Yes, you can just select quest and start on any quest you've already completed and jump back and forth. It'll put you back to the beginning of that quest but you shouldn't lose much, especially not if you stop at a major checkpoint / start of a new quest.