During the early Tokugawa period Japanese Christians and foreign missionaries were brutally persecuted and either killed or forced to give up the faith, but what was the fate of the lords and other nobility who had already converted by this point? By the late 16th-early 17th century, there was a not insignificant number of Christian daimyō, but by the end of 17th century there were none. Did the shogun also punish them harshly in some way or did they simply relinquish their faith and fade into history?
Christian daimyōs either converted or they were no longer daimyōs.
Hideyoshi ordered in 1587 the exiling missionaries. The order allowed Christians to exist as long as they're not doing missionary activities ("hindering Buddhist law"). But the order, and the San Felipe incident in 1596 likely had an impact on Christian daimyōs, possibly leading some lords to, at least publicly, renounce Christianity. In any case between 1587 and 1613, when the Edo Bakufu's anti-Christian order was issued, many died or were just swept away by political turmoil, notably Sekigahara.
After the 1613 anti-Christian order, Arima Nobuharu was ordered seppuku (the Okamoto Daihachi incident he was heavily involved in likely played a large part in the Bakufu's decision to issue the anti-Christian order, considering the ruling was issued at the same time as the order). Afterwards, Tsutsui Tadatsugu and his son were ordered seppuku. Naitō Tadatoshi and Takayama Ukon, both ex-daimyōs for a while already (Ukon gave up his titles voluntarily after Hideyoshi's 1587 order, Tadatoshi lost his for Sekigahara), were exiled to Manila. Hara Tanenobu, not a daimyōs but Ieyasu's high-ranking hatamoto, gave up his position and suffered many punishments but yet would not give up his religion so was burnt at the stake. After the order, ex-Christian lords (e.g. Kuroda Nagamasa, Ōmura Yoshiaki) and lords that had Christian sympathies (e.g. Date Masamune) often ramped up persecutions of Christians in their domains to demonstrate to the Bakufu of just how un-Christian they were. Christians angry at the order made up of a significant portion of the Toyotomi forces at the siege of Ōsaka in 1614-1615 but that and the Shimabara Rebellion of 1637-38 just convinced the Bakufu they were right and persecuted Christians even more harshly.