You have stirred the lady's heart, though it no longer beats.
However, I have instructions that must be delivered to the Sepulcher in Silverpine Forest. Advisor Sorrelon represents us to the Forsaken there.
The shortest route, barring the use of their flying bats, is to leave Undercity and take the road south. Follow the signposts. Finding the place shouldn't be difficult. Brace yourself, though; the Sepulcher itself is a dilapidated crypt.
These Forsaken are certainly odd creatures.
Greetings, <sister/brother>. What news do you bring?
I see here that Ambassador Sunsorrow has high hopes for your continued rise as a credit to the sin'dorei. Unfortunate that business with Lady Sylvanas, though. Pay it no heed, <name>, you did the right thing in returning her necklace. She should have been grateful, but such is the way of royalty.
While you are here, should you choose to assist with the tasks of the Forsaken, be on your best behavior. You wouldn't want to damage our new bond with the Horde now would you?