So the obvious answer would be that they also go to the Shadowlands like all other living beings. But, there are some things which seem odd about this idea:
First and foremost the Vigilants the draenei employ especially in WoD, although some of them appear in the main timeline on Argus for example. Souls of draenei warriors are bound to these vigilants…so either the souls of the warriors are caught by the draenei the moment they die or the souls never go to the Shadowlands in the first place.
The other thing is Auchindoun which is filled in both timelines by the souls of draenei. It’s for example mentioned that Teron’gor became as bloated as he was in the final WoD-raid, because he consumed the souls of draenei…but, why exactly would these souls still linger in Auchindoun and not be brought to the afterlife by the kyrians?
There’s also this tidbit in the “Adventure Guide” about Auchindoun:
The crystalline structure also serves to protect and shield draenei souls from their eternal enemies: the Burning Legion, who hunger eternally for draenei spirits.
(Now this part heavily reminds me of the eldar and Slaanesh of Warhammer 40k. Just a FYI: The eldar all carry a spirit stone with them, which “traps” their souls upon death so they cannot be consumed by the chaos god Slaanesh. They are then placed in an artifical afterlife called the Infinity Circuit.)
Not to mention Argus itself where Mac’Aree is completely inhabited by the spirits of the eredar.
So what exactly happens to draenei souls? Why are they the only race in the game with people like soulbinders and soulpriests? Why do so many spirits linger in both Auchindouns? Have I missed something here? Has there deep connection to the Light anything to do with it? The fact that “Argus” was called a “death titan”?