Here’s the thing: the Scourge are known to have the ability to summon structures to where they want them. With the many precedents we have demonstrating said fact in mind, the core question of concept viability comes down to this: what exactly are the limits of the Scourge’s building summoning capabilities? Another question to follow-on to the last: does the barrier between the two planes of existence—the Great Dark Beyond (Azeroth, to be more exact) and the Shadowlands—breaking help or hinder the possibility of summoning things in and out of the Shadowlands? I’d say it’d open the floodgates; but that’s a guess.
For the record, a part of me loves the idea of Bolvar and the Ebon Blade taking a castle in Revendreth as a base, but another part of me thinks the Scourge having one of their unique, Saronite-style buildings menacingly floating out of place above somewhere in the Shadowlands would be cooler. That’s more of a personal taste point, though.