That moment when you realize you've been calling Denathrius...Dentharius. Especially obvious now with the quote from The Accuser that says he was once the lord of the dread. So...Demons dont go to the Shadowlands except Dreadlords? lol. Wat? Blizz figure your shit out please.
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It's possible Dreadlords are the only known demons to be able to enter the Shadowlands somehow. We know already that they somehow entered into the Shadowlands to "take" the Helm & Frostmourne which are now originated from that place. Hopefully, we'll get more answers about this.
Unless they make it only Kil'jaeden who took it and not the Dreadlords. I really needed to use better wording there. As far as we know the demons somehow got into the Shadowlands and managed to get those items in some way.