With the defeat of Arthas, Sylvanas’ motivation had to change. Up to that point it had all been about claiming revenge and with the job done, they decided her motivation would be to stay out of hell with the aid of the Val'kyr. In return, the Val'kyr would be free from the control of Bolvar the Lich King. We also later learn the dark pact Sylvanas struck with the nine Val’kyr forged her bond with the Jailer. Through the years, these winged sisters faithfully served the Dark Lady, even if it meant sacrificing themselves on her behalf.
Annhylde took her place first, leaving her with eight. Agatha, Daschla and Arthura upheld the bargain after Sylvanas was shot by Godfrey in Cataclysm, leaving her with five. In the Battle for Andorhal she lost Aradne, leaving her with four. Several expansions later, Tyrande took out Brynja at the Battle for Darkshore--leaving Sylvanas with three: Kyra, Signe and Skyja.
I do wonder if there’s going to be more behind the bargain they struck with Sylvanas. Even when the story was released, people wondered if the Val'kyr were up to something. Were they aiming for something greater than just being released from the Frozen Throne? Why exactly did Sylvanas end up in the Maw? Was she judged to be worthy of it or did the Jailer have some hand in it? If the dark pact with the Val'kyr is what forged her bond with the Jailer, then was she always aware of this allegiance and if not, when did she decide to be okay with it? Many questions still left to be answered...
They said I must answer for my crimes...repent for my "sins"... But every choice I made, I would proudly make again. I submit to no one! Not you, not the jailer, and not that coward Thrall!
Ner'zhul's failure in the eyes of Kil'jaeden landed him in a world of pain and unimaginable torture at the Legion’s hands. The orc’s physical body was torn apart bit by bit, but his spirit was kept alive, intact and utterly aware of what was happening. A group of dreadlords took turn subjecting Ner’zhul to the most horrific agony as he begged for death.. Kil’jaeden agreed to grant it to him, but only in return for absolute servitutde as the Legion’s new weapon. Death would just be the beginning and Ner’zhul, with his sanity cracking, finally agreed.
Kil’jaeden passed the orc’s spirit through death and revived him as a spectral entity. The orc’s consciousness expanded a thousandfold, granting him extraordinary psychic powers. The dreadlords bound his disembodied spirit to a specially-crafted set of armor and a mighty runeblade called Frostmourne. But Ner’zhul was still able to plot against Kil’jaeden and the dreadlords.
For many years people have wondered, what’s up with Ner’zhul?! He eventually managed to merge with Arthas proclaiming that they were one. Then in the Arthas novel there’s this sort of dream sequence in which Arthas reflects on his road of damnation, ultimately stabbing his last remaining shred of good and Ner’zhul. Did that really happen or did that only play out in Arthas’ mind? Who knows!
In-game we saw that good side of Arthas, even questing with them, while the Lich King still proclaimed that he used to be a shaman. Then during the Death Knight Legion artifact quest, we saw Ner’zhul and and Arthas as some part of Frostmourne, but that could have been an echo of the past. Safe to say, Ner’zhul’s fate was unknown and what an opportunity there was to use the expansion Shadowlands to dive a bit more into his story.
No longer is it just the Legion that created the Lich King, now there’s also the Jailer added to this story, who is responsible for the creation of Frostmourne and the Helm of Domination. The Jailer wanted Ner’zhul to be his herald, but apparently he failed, got taken over by Arthas, and now he's trapped in Sanctum of Domination.
How fitting that we should face one another here, upon the precipice of death’s victory. For too long I’ve had to disguise my true motives. Pretend to serve false masters. When all the while it was I who helped architect Azeroth’s end! The hour has come to make you pay for the indignities I suffered at Naxxramas! Now, at long last, you will kneel before Kel’thuzad!