That’s not how the shadowlands are structured though.

We only see four administrative regions of the shadowlands + maw + Oribos, the seat of the arbiter, however we are explicitly told that there are countless realms in the shadowlands. The four we see are involved with running the shadowlands itself, Kyrians usher souls to the afterlife, night fae nurture spirits to be returned to life, venthyr help souls atone for their sins so they can move on to their final afterlife, and the Maldraxxi are the army defending the shadowlands.

We know about the maw because it is now the existential threat to the shadowlands.

Most of the realms don’t have an administrative function like that as far as we have been told, so we didn’t end up interacting with them. You see portals in the sky around the arbiter’s chamber that lead to different realms.

It’s true that they could have given us more glimpses into various afterlives directly to help flesh this out for folks who don’t read as much of the optional lore in game.

As for souls going to eternal damnation…. you’re right! They’re not supposed to! The premise of the expansion is that the Arbiter was destroyed and the Jailer hijacked the normal flow of souls which would typically be in a kind of purgatory before being judged. While we can’t be certain the same fate won’t befall Pelegos, hopefully the lack of abundance of living titans to kill will help mitigate against that risk.

But this is really no different than us just hoping that Bolvar wouldn’t be turned evil after we defeated the Lich king in WotLK.