The first ones, in their hubris, failed to truly defend the Shadowlands as they wanted to, and their creation Maldraxxus was inefficient. Bastion was almost wiped out by the Void, as was Maldraxxus, while Revendreth was almost incinerated by the Light. The first ones and their minions are too weak to stand against what is beyond. Never forget that the Void Lords are, and will always be, the endgame. The pecking order of threats goes like this:
Void Lords > Old Gods> Sargeras > Jailer > Lich King
N'Zoth the cunning Old God was so powerful that he came very close to consuming the ENTIRE UNIVERSE, as mentioned in the encounter journal, and he was but a servant of the great ones of beyond. What can the first ones, or anyone really, do against such power?
Where demi-gods like the dark naaru or Alleria Windrunner fit in all of this, though, I do not know and must investigate further.