The Shadowlands is the Afterlife in Warcraft. You die, your spirit is picked up and brought over to be judged by the Arbiter--kind of like the sorting hat. The Arbiter in Oribos, your future capital city, determines in which domain amongst the infinite possibilities of the Shadowlands you belong based on how you lived your life. If you were a naughty soul, failing to do repent for your sins earns you a one way ticket into the Maw, where none ever escapes. This is Warcraft's version of hell, ruled over by the Jailer, eternal torment for those poor unfortunate souls. That’s how it’s supposed to go, but sometime during Legion this machine of death got broken and instead of the souls being sorted and sent to different realms...all that is now funneled directly into the Maw, into the loving embrace of the Jailer. It’s still uncertain as of yet what exactly broke it, but broken it is.
