Thunder Strike is supposed to persist through death. However, currently, it still ends after death when the target gets removed from the game.

This only happens when cast on non-hero units, or on illusions, which get removed from the game about 7 seconds after death. When removed, the Thunder Strike gets canceled as well. This should not happen.

To repro this, you need the +4 strikes talent, which allows the spell to last long enough for its target to get removed.