Let's look back at the history revolving around how the san'layn were risen and start there. We know from lore that they were adherents of Kael'thas, which is why they found themselves at the failed front against the Frozen Throne. These Thalassians would most likely be noble or aristocracy who were exceptionally loyal and proud of their prince. These are not those who sympathize with the quel'dorei. These are blood elves through and through. The ones who followed Kael'thas the closest.
That being said, there could be exceptions to this, as noble and important elves are likely to take their best warriors, fighters, and mages with them to the field. Again, take into consideration that unless they were being blackmailed or frightened into being there, it is also likely that your Thalassian would be loyal to Kael'thas and agree with his methods.
The most important bits to consider:
Blood elf (not quel'dorei or any other denomination of Thalassian)
Noble/aristocracy or attached to one's contingent
Once you think on these, the only limit if your imagination! Remember that you don't have to make a noble character, but you should have a good reason as to why they'd be amongst this elite group of loyalists. Be it their earned their way there, rode on the coattails of someone more important, and so on.
Who your san'layn was before is important! Don't skimp out on this, because like other undead Thalassians who tried to return home, your san'layn would possibly have prior connections, know other people, and have ties to what Silvermoon City after it was sundered and the Sunwell was lost the first time. It also allows for plenty of hook potential with other roleplayers!
Now what you should keep in mind, is that to date, this would have occurred about 20 years prior to the modern timeline. Your san'layn would have been dead from Warcraft III. There is a bit of arguing about this and the time between The Frozen Throne and World of Warcraft. Year 25 is the canon in-game beginning of World of Warcraft. Some say only 1 year passed. Other sources say 4 did. Choose which you prefer, but keep in mind that this 1-4 years could be the length of time your san'layn was beneath the thumb of Arthas and the Lich King's power. Whether they were fully aware of their sins or came to grip with it later is for you to develop.
The most important take away is that: Your san'layn was not in control of themselves during this period of time.
They were a part of the Scourge. They murdered, devoured, did whatever it is you want them to have done. The san'layn were cruel and awful. Even the nicest elves prior to their deaths would have been bidden to his nature.
This would also provide the opportunity for you to explore what ranking they were and how they might have earned this or skated by if they were only Coven members.
When did my san'layn gain their independence?
Sylvanas and other renegade undead existed with their independence shortly before World of Warcraft proper. Keep in mind, that while you could technically have your san'layn break away around the same time, san'layn are not basic undead. Nor is it likely that your character had the same willpower as Sylvanas.
The darkfallen dark rangers that supported her during this transition were also not san'layn, which is an important detail. Given the proximity to the Frozen Throne and the Lich King, breaking away from his dominion would have been hard, but it would have had to come at an opportunity similar to that of Sylvanas and it would have had to come before the events of Wrath of the Lich King.
That gives about 3-5 years for you to decide when and how your character broke off from the Lich King and fled. Staying in Northrend or by the Lich King would not only be an incredibly risk, it is likely they would have perished in the following wars were they not allied with a faction or on the run.
Where did my san'layn go afterward?
There are few friends to the san'layn and for good reason. Their reputation makes them not the wisest choice to trust, especially since they require blood for sustenance. They are a threat, even if they do not mean to be.
However, there is one faction that might have taken them in: The Forsaken.
The most plausible place that any san'layn might have had a home was swearing fealty to Sylvanas, the Banshee Queen.
Otherwise, surviving in the shadows, roaming, preying upon the unwitting, working in darker markets where the threat of a vampyr hunter or Scarlet Crusader seeking your demise was more likely than if you had allies… The world is your oyster for ideas, but try to remember the san'layn as a full faction separate from Sylvanas or The Forsaken did not exist. Those who remained were slivers and would have been hunted relentlessly. The sin'dorei most likely would not have accepted them into their ranks. Wounds were fresh and still are for many, who loathe undead and those who worked for the Scourge.
Yes, I know the Forsaken are close allies to the sin'dorei now. That took years. Your san'layn is not magically an exception. Especially considering the bad reputation of san'layn precedes even that of Sylvanas loyalists.
What they have been up to over these 20+ years is now up to you!
If your san'layn joined The Forsaken, it is likely they took a new name to begin afresh. So that they could leave behind the sins of what they did in the Scourge and the life they possessed before their unholy resurrection.
Your san'layn would stop ranking up beyond Knight after their separation from the Scourge. The only person with the power to rank them officially into the higher tiers was Arthas or the Lich King.
Horde perceptions may be somewhat accepting of your presence, but it's Alliance that will almost always be hostile.
Any upper rankings you may decide your san'layn has does not matter to non-vampyrs. Sure, it indicates a power level discussed in previous posts along with magic, but just because you decide to make Carmilla a Blood-Princess doesn't mean others are going to acknowledge your royal rank. Nor should you expect them to know or demand praise. 20+ years have passed. Unless your san'layn has some yearning to resurrect the old ways and court, demanding homage as a vampiric monarch is weird and out of place amongst most RP. Your san'layn ranking has no importance or political clout.
What I mean by this is that you have no status akin to a member of royalty in the major races. Nor do you deserve one. That's not what the point of the rankings is or was. Think of the san'layn remaining as fringe and broken bits of a once terrible court. Without the Helm of Domination and the power of the Lich King, creating it again is impossible.
Just as with the Forsaken, your san'layn will have to battle with what they did while under the thumb of Arthas and the Lich King. All the horrific, terrible, cruel things they did. Whether that makes them an awful person today or they try to repent for their sins despite not being in control of themselves is up to you! However, it is something you should consider and remember. It's an important part of building your character!
Your san'layn must eat. Blood. Or Anguish/Life-force if they're among the higher ranks. This is non-negotiable.
Remember, san'layn that possess beating hearts metabolize faster and require feeding more often. Additionally, keeping tabs on how much regeneration they're forced to do in battle, how much magic they use, exposure to sunlight, etcetera should go into factoring hunger drive.
Consider why or how your san'layn may have control over their thirst. Some days could be worse than others. This thirst could change their behavior from what it normally is. There is a lot of wiggle room with the threat of turning on allies, especially if badly wounded after a fight.