I think Sylvanas sent Nathanos to search for Helheim. He and Sylvanas will use the Black Blade against her now when she is not fully empowered and thereby take her place as the Queen of the Val’kyr, with Helya’s power she can even transform herself into a Val’kyr Goddess. But is it worth it?
Being trapped there, or does she intend to walk out of there with all that power and come for the living? Especially Stormwind.