I’d assume most went towards the Byzantine Empire, but what else?
It is likely that without pay from the central government, many units just disbanded or faded away. Some may have taken up employment in other armies.
So long as the Roman dominion lasted, soldiers were maintained in many towns at the public expense to guard the boundary wall. When this custom ceased, the squadrons of soldiers and the boundary wall were blotted out together. The troop at Batavis, however, held out. Some soldiers of this troop had gone to Italy to fetch the final pay to their comrades, and no one knew that the barbarians had slain them on the way.