Tyr would be a suitable endboss (or central figure) for the Halls of Origination in Uldum. It might not take place in quite the epic-25 man setting people would like, but it would help tie Uldum and Ulduar together.
I was a little disappointed to learn that Uldum wouldn't feature a 25-man raid. The Titan story arc is epic. An Egyptian architecture framed Titan instance would be a pleasure to raid in, just like Ulduar was. At the risk of sounding a little silly, we have often joked about 'How did General Vezax get into his room, was he lowered in
through the ceiling?' Well perhaps the broken ceiling was where Tyr escaped out
of, to extrapolate on Valnoth's post. If that was indeed his room.
You can try to make the connection from hints Blizzard dropped at Blizzcon. Uldum houses a rumoured superweapon. Tyr is missing from Ulduar. All the Tyr's fellow watchers were corrupted by Yogg-Saron. General Vezax (may) have have invaded his room. What could you do if you were in Tyr's position?
Escape and head to Uldum to the superweapon, as perhaps the only means of stopping Yogg-Saron. As for whether he ever got to it, activated and/or attempted to use it - would be where the story would continue in Cataclysm. Tyr might have been captured by Deathwing and the Twilight Hammer before he could get to the weapon, he could still be a good guy. Theres many possibilities for where his story direction could go.
General Vezax drops [Aesuga, Hand of the Ardent Champion]
and has a bunch of items with names pertaining to light/hope/despair. Although Vezax could very well be Tyr, I'd be more tempted to believe Vezax battled Tyr in his room but he escaped through the roof. The "Aesuga, Hand of the Ardent Champion" might be a little easter egg and indication that when we see Tyr again in Uldum, he'll be missing the hand which Vezax ate off, or the (to paraphrase part of Valnoths post), Or perhaps it's just a metaphor for Vezax taking his weapon. It is amusing to see Blizzard drop these ambiguous hints. The employee making them, the WoW Lead Game Designer, would most certainly know more than he's letting on.
So if people are looking for hints, you could derive them from some of the out-of-place naming on some of Vezax's items. [Vestments of the Piercing Light]
and [Belt of Clinging Hope]
. Vezax also drops a special Paladin thematic item, [Libram of the Sacred Shield]
and the [Flare of the Heavens]
. Couple all that with Aesuga, and the idea of Vezax battling a Paladin-themed Tyr in his room doesn't seem all that far fetched.
Whether speculation like that is plausible or not, the concept of Tyr linking Uldum to Ulduar would work very nicely.