According to the World of Warcraft: Chronicle Volume 1, The Shadowlands are described as, “…the Shadowlands are tangentially linked to the world of Azeroth.”
Draka died on Azeroth so her spirit ended up in The Shadowlands of Azeroth. Kind of messes with my whole notion of the orc afterlife we were shown in Nagrand, but at least she died in the right place for it to make sense.
But Garrosh? He died in Draenor. How did he end up in The Shadowlands that are linked to Azeroth?
Khadgar will explain once he gets back with that milk.
You might want to restrain yourself from finding the answer or you might find the awefull explanation of nathanos self insert.
I really mean it. Dont question to much. They have no idea what they are doing.
I thought the Shadowlands were supposed to encompass all worlds, so it wasn’t just Azeroth’s afterlife.
Or maybe my brain just made that up to have some semblance of explanation. 
Apparently the shadowlands spans all realities, like the twisting nether does. Which I kind of hate. But I’m holding out hope for them to win me over with it. Like the twisting nether thing.
The Shadowlands serves the dead of many world’s. Not just Azeroth.
You are right.
Those of us who have played Dungeons and Dragons and studied / enjoyed Planar Cosmologies will recognize what Ion, et. al. did here when they created the Shadowlands. They were creating the Plane of Shadow, which spans every reality - every plane, dimension, and existence, including all alternate timelines.
In Classic Planar Cosmological Models, only the Plane of Shadows behaves this way. The Ethereal Plane, the Elemental Planes, and all of the other planes are attuned to a single Universe; the Shadowlands are attuned to them all and harvest all of the lives. Which theoretically means we should have countless versions of Arthas materializing in the Shadowlands, not just the version of Arthas from our world. There is, surely, a version in some alternate timeline where he did not Scourge Stratholme, and never became the Lich King, and instead died to some other plot. That Arthas would be interesting to meet, for sure.
To be honest, that’s exactly the kind of story I hope we don’t get.
Think of the shadowlands like the mulitverse from the movie The One. Likely that is how the legion forces get so strong (and large) when the multiple realities of yourself converge into one being. Sort of makes sense why it takes “eons” for certain souls to move past their mortal lives, they have to sift through alot of it and wait for more versions of themselves to die and join the cosmic self.
That last part is a bit of headcanon but it at least extends off the 1 legion across all realities much like the shadowlands is for all realities. Makes sense to compact similar “you’s” into one vessel.
The Shadowlands are linked to the entire cosmos, not just Azeroth.
In the Maw intro scenario, when you see where souls are streaming in, they are described as coming from multiple worlds.
I remember hearing at Blizzcon that the shadowlands pertains to Azeroth only.
You heard wrong. We already know there are races from other world in the Shadowlands from a variety of sources.
I’m going to make a reach.
This is a splintered part of Garrosh when he began using the sha much like how arthas splintered using frostmourne.
Things change during development. The Shadowlands are linked to all worlds now. See my earlier post for evidence, but if you’re trying to avoid spoilers, you’ll just have to take my word for it.
There’s one Shadowlands across all of existence and all characters across all timelines and Alternate Universes share the same souls. For instance, MU Draka shares the exact same soul as AU Draka, and it’s the same with MU Durotan and AU Durotan, MU Velen and AU Velen, etc.
Also, souls can perma-die, but necromancers never seem to have issue bringing back just about anyone through undeath, because reasons.
Personally, I prefer the idea of souls dissipating as a sort of “death” until partially put together again through powerful magics such as necromancy as it would fit the pre-existing lore of the undead pretty well (undead often undergo changes in personality and loss of aspects of their former selves IIRC, thus validating the idea that their souls dissipated to some extent). It also would fit in well with what goes on in Maldraxxus, too.
That would make necromancy feel less contrived in older Warcraft stories since if we’re taking perma-death of souls at face value, necromancy should have a notable failure rate. It also makes it where souls can still effectively perma-die, too.
The Shadowlands spans all realities just like the Nether / the Legion. When AU Garrosh died, he still came to our SL because our SL is the only SL.
The alternate universe deported him.
Think of it like a rope. This rope is made of many different threads. These threads are then dipped into Kodo poop because screw logic, the writers are going to do whatever they want.
I’m still confused about afterlives. So each race may have their own afterlife that like splits off from the shadowlands. So the halls of valor is just a sub set of shadowlands, but different?
I dont think that any one race has there own area of the Shadowlands. If you are familiar with the levels of hell in Dante’s Inferno think of the shadowlands like that. Areas like Maldraxis are there to fix the flaws of a person’s soul so they can potentially be reborn. At least thats how I understand it. There are more to the Shadowlands than what we see. We are only seeing these 4 areas and the Maw.