https://wow.gamepedia.com/Arugal"After he was defeated, his soul traveled to the Shadowlands. During the third invasion of the Burning Legion, the death knights of the Ebon Blade venture into the Shadowlands to collect the essence of darkness from his soul."
Btw, when Alpha Prime/Ralaar Fangfire died, did his spirit go to the Ardenweald as he was summoned directly from the Emeral Dream by Arugal?