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.
Being trapped between life and death is nothing new for Sylvanas so it would probably give her no disadvantages. I don’t think that Sylvanas can become a “Queen of the Val’kyr” because Valkyr were Vrykul women in their life. Also I doesn’t think that she searched Helheim because she already was there in Legion.