He literally told her that his soul would go to the Shadowlands to be reunited with Sylvanas. Why not just cut his arms off and take him prisoner? Tie a rock to him and drop him in the South Sea. He's undead, he'd be eliminated as a threat. Hell, she could hire a gnome to launch him into space. Or hand him off to the Wardens.
Better idea, give him to the Illidari and have them consume his soul to power the Fel Hammer or something.