(Speculative): The most likely answer is Revendreth. Even the worst of the worst go there before being sent to the Maw if they are irredeemable. That said, I think its possible Arthas might’ve been sent to Bastion. He had a strong sense of duty which drove him to commit deeds both fair and foul, and that was ultimately what the Dreadlords used to manipulate him, turning him into a tool of the Scourge. Likewise I imagine Bastion’s process of removing memories would be quite therapeutic for someone like Arthas.
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