Murdered Theramore citizens can be found in cages and outside of cages. Those within cages were executed before the siege of Orgrimmar, and those outside presumably died fighting other Theramore citizens in fights to the death for the True Horde's amusement. Some were also tied to posts and died as target practice for the True Horde's archers.
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In Tides of War, Jaina sent a ship full of civilians to Gadgetzan. The civilians were never again mentioned, and could have been captured by the Horde when they were victorious at the coast of Tanaris and brought to Orgrimmar.