I used to believe he was gone until i started paying more attention to the lore. The Light says that a holy being (referring to people that pledge themselves to the Light) can never truly die until they die in the realm of the Light. They cannot truly die even in a mortal realm. When Arthas is killed, he asks his father if it is all over and Terenas says yes essentially. Arthas’s soul has fought Ner’zhul’s grasp the entire time he was possessed until his last moments. Now, when he initially picked up Frostmourne he merged his soul with Ner’zhul and gave a piece of his soul (in the form of a shard) to the sword and the rest was consumed. After his death, Arthas’s soul shard was cast into the Maw by Uther. The Jailer then uses Arthas’s soul to create Kingsmourne out of Shalamayne which Anduin then wields once he is possessed. This would mean that Anduin’s soul has now become one with Arthas’s soul. At the end, It appears Arthas’s soul withers away; however, Anduin states that he has felt strange and different ever since, describing things eerily close to Arthas and Sylvanas tells him it isn’t over. Rememver, Arthas’s soul was released once he died. Anduin is not dead so he very well could be harnessing the soul of Arthas within him still due to the sword that permanently scars the soul. The reason Sylvanas, Uther, and Terenas were able to even still exist is because of their soul shards. I have extreme suspicions about this because of they try to say that Anduin is fine and no part of him has been affected or merged with Arthas then the lore from all of Wrath is incorrect. Maybe I’m missing a lot of points here, maybe im really wrong, but why bring back so many characters that are known to have very close ties to him after all these years of being almost irrelevant? Call me a hopeful if you want, i know he would not have a huge welcoming party but this is very suspicious and viable to me. PLUS there always needs to be a Lich King 