I know this is dependent on who becomes king of Orzammar, alongside other factors made by the player. But I’m curious as to what thaigs, or areas of the deep roads, are still under dwarves control
As of now, for underground dwarves, they only really have Orzammar, Kal'Hirol, and Kal'Sharok.
The dwarves only recent reclaimed Kal'Hirol after we learned of its existence in Dragon Age Awakening and weakened a little bit of the Darkspawn hold there for House Helmi to push into the area and take it back.
They technically have Rousten as well but apparently it's not much of a settlement and I'm not sure what else can be said given it was briefly named in passing dialogue.