watch the event log if they was not killed i lost 20 thralls after rollback, they was killed by the arena champion exploit, where people are able to knock down the champion due to an glitch and bring her next to your base, then she will kill your thralls and the exploiter will loot the corpses dont matter if the thralls are inside the base, or not because mobs and thralls are ignoring walls. I heard the bug was fixed but the glitched itens the exploiters produced stills in the game so they stills have the hability to knock down the arena champion.