When Thistleclaw died, he went to the Dark Forest
He never went to StarClan.
He went to StarClan, but when Bluestar died she chased him into the Dark Forest. --- ExampleTemplate
This is from the Warriors Wiki: Vicky says that Thistleclaw was originally in StarClan. Vicky has since then contradicted her original statement, saying that Thistleclaw went to the Dark Forest right away.