Thrall, the famous Orc, son of Durotan left the Horde when he passed the leadership to Garrosh Hellscream and we all know how that went. Garrosh turned the Horde against him by obtaining a devastating weapon from Pandaria. Both the Horde and Alliance fought Garrosh at the Siege of Orgrimmar. Control of the Horde was passed to Vol'jin as Thrall didn't want to be leader anymore.
When Vol'jin died on the Broken Isles, leadership went to Lady Sylvannas Windrunner, the leader of the Forsaken. Lady Sylvannas ordered the destruction of the Teldrassil, the large world tree that contains the home of the Night Elves. Horde players have denounced the actions of Sylvannas as a War Crime. The destruction caused the revenge attack by the Alliance on the Forsaken city Undercity.
The leading light of the Horde who wanted to depose Lady Sylvannas is Saurfang, an Orc warrior. Saurfang has not turned to the Alliance but instead turned to Thrall in the hope he can come back and lead the Horde once more.
The return of Thrall had been hinted at at the Blizzcon 2018 conference when Chris Metzen, the voice of Horde turned up and asked the senior Blizzard management when the Horde was going to get their leader back. Alex replied that there might be an opening soon and to look at the Orgrimmar warboard for more details. You can take that as a massive hint.
Released in May 2019 is a trailer showing the apparent return of Thrall called Safe-Haven. Saurfang has discovered where he is hiding and has come to persuade him to return before being attacked by cloaked Forsaken rogues. At the end, Thrall collects his weapon and leaves. The video is up to their high quality in terms of animations and doesn't disappoint. Thrall has returned to Nagrand (Outlands) and is living a simple life where his ancestors lived before him.
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