The only Horde faction (i.e., aligned with the ruling council in Orgrimmar) guild that is solely for Undead characters, thus making them Forsaken, right now would indeed be Forlorn order.
I highly recommend them:
However I will say that where BfA and SL let RP down in general, DF is showing a great deal of promise. But each to their own.
Good luck in your search for RP.
Edit: AND, and… even though you may hate SL - there are a lot of awesome transmog sets from the expansion that are brilliant for your dark undead RP’er types.