Grand Admiral Thrawn is not on a planet in Ahsoka, but rather he is seen heading down to the planet Dathomir in the final shot of Ahsoka Episode 8. Dathomir is a barren red planet located in the Outer Rim of Star Wars prime galaxy, and it was once home to the Dathomirian Nightsisters before their extinction. Thrawn used his time on Peridea to ally himself with the power of the Nightsisters and their Great Mothers, and their magic allowed him to operate his armada, gather intelligence, and affect things through magical influence. It is not hard to surmise why Thrawns first stop after returning to the Star Wars Galaxy is Dathomir, as the Nightsisters and their Nightbrother Zabrak counterparts (like Darth Maul and his brother Savage Opress) made their home on Dathomir.