Just, when you say he'd be an "employee", IIRC Death has no personification in Warcraft, as either a person (a la Discworld) or a force (a la Final Destination or even the Reaper tv series). There are those that manipulate death, certainly, and there may be some form of afterlife in WoW (every race has some ideal of after-life; being with Elune for Nelves, becoming one with the Light, etc). Also, remember we have seen Ancestors of the shamanic races that come back to speak/give advice, we've seen ghosts of individuals that linger for certain reasons (I'm thinking that quest in Darkshore pre-Cata that gave you the vial of tears and made me cry IRL), we can assume that "souls", the immortal essence, exist because in the most famous example I can think of, Nerzhul's was tortured and placed within the Lich King's armor. Of course, it is possible that those souls exist on the mortal realm, and eventually pass onto a newer plane of existence (which is what Arthas and Sylvanas went to because they were undead to begin with), but we don't know that much and probably never will.
If you have a specific reason to RP a character like this, that's one thing, but I'd highly recommend not basing your character off an area of lore that is not only easily changed/explained by Blizzard, but is vague at best and cannot ever be divulged. It's a little like "good" Dragon RP in a sense: you can't inform anyone of it, so most of the time the RP-effect is just for you.
On the other hand, though, Shadowpriests are more in tune with death and the more macabre aspects of faith. Ironically, IIRC the eventual fate of a Shadow Priest is to become a shade, unable to interact and eventually be seen by the world around them.
Also, I hate to be "that person", but something about Bridanbraid and Koltir makes me feel that it's more a fourth-wall breaking message from the Developers about the person that died than an actual in-lore thing. It's heartbreaking stuff, but it wouldn't be in if not for the real-world circumstance.