I know theres quite a few major Lore characters out there that still havent appeared in game aside from a few random quests or a half @ss dungeon boss. Two off the top of my head are Medivh and Mal’Ganis. I honestly still cant figure out why Mal’Ganis didnt appear in Wrath at all other than Culling of Stratholme and a few random quests. Hes a dreadlord and servant of Archimonde so why doesnt he at least appear in WoD or Legion? He was the one behind Arthas turning into the Lich King so isnt that important enough to get made into a Raid Boss? What about Medivh? Medivh only opens the Dark Portal and then vanishes into thin air. Hes in the Black Morass but then what happens to him? Also we have only killed 3 old gods right? C'Thun, G'huun, and Yogg-Saron so arent there still 2 more out there?
Im not really that big of a Lore Nerd so Im sure there are plenty of others Im missing.