Unfortunately, no gameplay footage has been shown.
Ninja Theory gave an update to the development of Senua’s Saga: Hellblade II during the Xbox Games Showcase Extended. The update trailer showcased the development footage, concept footage, in-engine clips, and behind-the-scenes clips. In terms of actual gameplay, nothing substantial is shown. According to the team, a good portion of the game is already finished, but the full production phase is still not entered due to the actors being not trained enough.
“What we're doing right now is building a good chunky slice of the game," said studio founder Tameem Antoniades. "Before we then move into full production to build out the rest."
Ninja Theory has confirmed, however, that Hellblade 2 is being built using Unreal Engine 5, a new version of Epic Games' legendary game engine.