Good morning! It’s always a fun challenge to embark on something new. I’ve been drawn over to Horde side by the interesting developments in Forsaken RP from the novel “Before the Storm” though to Sylvanas betraying her people and the Horde, and now the phased introduction of, seemingly, a new Queen in Calia Menethil. I think what it means to be a Forsaken is something now open to greater expression, especially in those Forsaken both coming to grips with betrayal, those still loyal and those who can now begin to re-connect and explore their past lives and how that informs their undead lives. I’d heartily recommend the possibility of exploring some forsaken RP, especially as something of a “regular undead” type, a citizen displaced by the war.
If its something you’re interested in exploring I, and my guild The Tirisfallen, can help organise some RP with you.
Based off of your own ideas, what about a former Paladin of the Silver Hand, slain during the fall of Lordaeron and now, with Sylvanas gone, and some support from a kindly undead priest, starts to re-connect with their faith and attempt to re-connect with The Light? If Undead can wield the Light as Priests I should think they could as Paladins too! Someone on a quest to again be a Knight and protector to their people, regardless of their people now being undead. 
Best of luck in your search!