So, the worst possible end for Night Elves fans happened, to this thing
Undead Night Elves, like Delaryn:
No, they did not get killed during the war on Darkshores.
No, they will not going to be executed for betraying their own race, and being Sylvanas loyal.
No, it was not their plan to betray Sylvanas, and no they will not going to join Night Elves nation back.
-in the end, Calia Menethil, the new leader of the Forsakens, decided to leave them as Forsaken members, Horde members!
Those Night Elves will be members of the Horde, their heroes. Without a real reason. Forever. . .