There's only one safe area in Nazmir that this Rokhan and your other Horde friends could be in. Gloom Hollow.
Lucky for you, it's also close to Krag'wa's den. We used Gloom Hollow as a last stop on our pilgrimage.
Make your way to Gloom Hollow along the path I've marked on your map, and tell any tortollans along the way to meet us there.
They'll be interested in seeing the end of this story. We'll make our way there and grab anyone else we find.