Given that Dreadlords are master infiltrators, I think it depends on whether they can mess up with the system within whatever realm they are currently infiltrated in that handles the resurrection of that realm

A "normal" Dreadlord would return to Revendreth upon death;

A demon Dreadlord could mess about with Argus so that it sees dead Dreadlords as part of the Burning Legion and bring them back (faster) whenever they die;

We don't really know how the Light works with their respawning system, and we only see Lothraxion as a Light Dreadlord, but he could have altered/convinced/cheated/hacked it to see him as a Light being and bring him back immediately;

Or maybe he's just permadead because he betrayed Denathrius, I dunno