Days later, it was revealed that the King had been branded and murdered by Azog the Orc who claimed to now rule the ancient mansions of Durin's Folk. When Thráin heard Nár's recounting of what had become of his father and that an Orc was ruling their ancestral home, he wept and tore his beard and then fell silent.
Who did AZOG kill?
Azog entered history in the year TA 2790 due to King Thrór's desire to revisit and perhaps restore the lost realm of Khazad-dûm. Azog beheaded Thrór, and carved his name in Thrór's head, then threw the body over the stairs.
How does Thráin die?
The King of Durin's folk had been captured by Sauron's agents and was taken to the fortress of Dol Guldur in southern Mirkwood. There Sauron tortured Thráin, took back the last of the seven Dwarf-rings, and left him in the dungeon to die.