After Thane dies your raid should continue a boss tanking rotation so marks don't stack too much, but it usually depends on where Rivendare's life is (I'm using Rivendare as an example as he's the usual second target). If his life is low then all dps usually piles up on him then kills him. Everyone the goes to Lady and Zeliek and rotate between them. If Rivendare's life isn't that close you can have dps rotate between the remaining horsemen until Rivendare is down. Then finish up the encounter with Lady and Zeliek.