Here is the problem with the theory that he was abducted.
He's an Eternal One. The Eternal Ones are Titan-level beings of the Pantheon of Death. Abducting the Primus is like abducting Aman'thul or Aggramar or Sargeras. Does this seem feasible to you? The Jailer is powerful but his minions are not. Even Sylvanas would be destroyed by the Primus, and she's amongst the higher Mawsworn servants.
It could be that Denathrius abducted him, I guess, still if that was the case how did he even do it in the first place? If Primus didn't go to the Maw then he was abducted at his Seat, but then if Denathrius had to go to Maldraxxus and breach the Seat of the Primus to abduct him, then how come no one has any clue on what happened to this giant skeleton?