All I know of Rhy’Kafiros is that she's dead. As for following Rok'Nhilthamos, I doubt he wants you to follow him. "...in the future, there will be only blood."
So I have another question to ask that seems to fit in this thread about naughty dragons. Why was the Snow Dragon visiting the Gnomes?!
"For 50 years their floating Skyhold remained shut like a Sanctum, heeding no hails from Khazas or even a night visit from Tel-Nharssis the Snow Dragon."
I'm actually curious if anyone knows. I feel like I missed something.