In GURPS it said there were 7 Fallen Lords under Balor, and that 4 of them presumably died, 2 disappeared after Balor's defeat, and 1 returned his service to the light (does this mean Myrdred is not dead?).
As far as we know: Shiver, The Watcher, Ravanna, and Soulblighter died in Myth's I-II. This matches the 4 out of 7 who died...
It also said two disappeared after Balor's defeat, and we know that The Head disappeared so MAYBE he was The Faceless Man. Another interesting theory, we might have seen a picture of The Lurker in the Fang-Grinder story from the Myth comic book! She seems like she is a universal force in the sky that does control the weather and such (like GURPS suggests), thus having no true body.
I don't know the true story (as probably no one does outside of Bungie) about Shiver and The Voiceless One. I know for a fact they are not the same beings (same body and soul). For now though, I am sticking with what GURPS show, them being two different Fallen Lords...