Ok, I did a little research (and comic reading) on the true identities of the sith I posted here, but then I also have a theory on Bao-Dur's fate. Read, because I have an interesting theory.
Bao-Dur: Sacrifised himself at Malachor. He and his remote had to personaly activate the mass shaddow generator. Not very interesting but it sure explains alot.
Darth Bandon: Darth Bandon seemed to be a pretty cool character in the KOTOR galaxy, here's my theory on his fate and his identity. darth Bandon, as we all know, is a very interesting character who is the apprentice of Darth Malak. I remember reading the comics and in them, there is a character named Shad Jevelan who resembles Bandon very much. The face looks like a younger self, and he began to grow a moustache. It was said his master killed him, but in one of the issues, it says Zayne still felt his presence, and my theory states he is Darth Bandon. Also, when I fought him In KOTOR 1, he was hard to kill, so I just bypassed the duel against him, then I abandoned him in the shaddowlands. Coincidently when reading an artical on wookipedia, it states that the campaign guide says he died on Malachor 5. Maybe I wasn't supposed to kill him! If you look at these two photos, you may see a slight resemblence.
Darth Nihilus: Now here's a creepy guy. Darth Nihilus is basicly a Nazgul with a lightsaber who can wield the force, I have a pretty interesting theory on him too. Here's my theory, Darth Nihilus isn't human or any type of creature. All he is is the force itself. He is litteraly the Dark Side, a kind of Spirit. He represents everything bad which happened at Malachor that fateful day. All the Jedi Died, and because of it, they took the form of a single being, Nihilus or, The Black One. This theory is similar to the results of the thought bomb as stated in Darth Bane: Path of Destruction. Since he really isn't living at all, that explains his voice, he speaks though the force just as his apprentice Visas sees through the force. That also explains why there was no body after he was killed.
Darth Sion: Now this is my favorite theory. In the KOTOR comics, there is a character named Lucien Draay, son of a famous war hero. His master is Haazen, a fractured human like that of Sion. They look similar and my first reaction is that they were one and the same, until I read issue 6: Vindiction which he stated his Sith name was Darth Hayze and he named Lucien his new apprentice and proclaimed him Darth Sion as in LuCION. Then I discovered on wookipedia that Sion became a fractured body after an explosion at the Draay estate, and Lucien was a Draay. There are alot of links. Look at these two pictures closely. I see a big resemblence because minus the missing hair and the fractured body, they look almost exactly the same.
Just my theories, feel free to give me yours!