Not from any kind of "lore" standpoint or anything, but the most tragic death for me would have to be Bolvar at the wrathgate.
I've played this game since vanilla and bolvar was always there in the throne room protecting anduin as a young child and he was basically the leader of the humans. I'd seen so many horde raids attack stormwind trying to kill him and i'd always jump in and kill as many of them as I could, course sometimes onyxia herself would show up and annihilate all the horde there which was also quite comical as she defended stormwind.
But at any rate, i'd always liked bolvar and thought of him as the leader of my people from the very beginning until wrath came out and they decided to fart out the new king out of nowhere and sent bolvar off to die at the wrathgate. It was very sad after all those years, he was just tossed aside and died for nothing, just because sylvanas is a tool and has no control over her own evil people.
Broxigar was just a mary sue and not worth mentioning as are most of the characters from those ridiculous books they make who all end up with powers vastly superior to anyone else in history every single time. Ridiculous. Bad writing.
Rhaestrasza was also a very sad character and story. And after she dies, you get her very last egg.
Do keep in mind lorewise the Horde has a ton more sub factions with their own agenda than the alliance. However I do like how you explained your feelings on Bolvar's death.