The Warriors series focuses on the idea of the StarClan, which is a realm where deceased cats who lived honorable lives go. They watch over the living cats and offer guidance.
BloodClan, being a group of rogue cats with no moral code, are likely not considered worthy of joining StarClan.
While the series doesn't explicitly state where BloodClan cats go after death, it's safe to assume they don't go to StarClan. They may simply cease to exist, or perhaps there's a different afterlife for cats who don't meet StarClan's standards.
Ultimately, the specifics of the BloodClan afterlife are left open to interpretation.