To my understanding, most members were transferred to the Wehrmacht, and what was left of it was primarily a subset of the SS and served as administrative and training support of sorts. They did have a small military presence, mostly as naval auxiliary, and the Panzer Corps Feldherrnhalle (not really a part of the SA per-say, just most of the unit's volunteers were SA), which fought in Hungary during the last stages of the war.

Chris McNab's The SS: 1923–1945 and Hitler's Elite: The SS 1939–45 as well as Alfonso Escuadra Sanchez's Feldherrnhalle: Forgotten Elite are the sources on which I base this answer.