If, and this is a massive if, an Imperial Zoo really was created, it is possible that terrorghiests could be one of the exhibited animals. There'd just have to be work done to, like, sever their vocal cords or something. You don't want them randomly doing the super shriek thing what can paralyze trained Bretonnian warhorses and such. And while GW does say 'oh ho ho, they go and scoop up horses and what not for their warm tasty blood' they don't say 'and then they abandon the drained meat and bones'. And if they aren't explicitly denying that, then I see no reason to not say they don't also consume that stuff after they drain the blood.
Look, they're clearly somewhat intelligent, though dumber than gryphons or whatever. But if gryphons are allowed to 'prefer' their food alive, warm, and preferably screaming, then Terrorgheists can prefer to drink lots of warm blood and also then the other stuff.