Thassarian, the Death Knight

Well, <name>, you helped us out... so I figure it's only fair that we help you out as well. You're looking for Thassarian? He disappeared this morning. We think he went off north to the Wailing Ziggurat. If we hadn't fought side by side by him we'd even think he was a traitor. See, he's a Death Knight... and I know they're on our side and all... but it wasn't too long ago they were servants of Arthas. But not Thassarian, he's a good guy. Go to the Wailing Ziggurat, see if he's doing okay.