Since you already have the pre-reqs, Occult Slayer could be a good idea, at high levels it is kindda good at hitting everything since almost everything will have spell-like abilities. Oh, and the immunities and rebound spell abilities are nice as well.
Becoming an intelligent undead is not always a good choice, most of all it depends on your con score and you HD. Since hexblade is D8 and thayan Knight is D10, I don't think it's the choice for you. You'd have to have less than 14 con for it to be choice at all, and still it would probably be worse than what you have now since as is you can boost your con with items to get more HP.
If you still wanna do it, Necropolitan is probably the way to go.
Your feat selection is frightening terrible though, and I'd beg and hope for you get a chance to retrain it.
Another option is to actually throw in Ur-Priest levels right away, if you have the wisdom for it, which you probably don't, but then you can take the Faerun feat that allows you to cast divine spells of your int. This might seem like a manic suggestion, but here is my reasoning: You only need one feat to fulfill the pre-reqs. You will be getting spells which your party desperately need, namely spells that heal, since you said you had 2 wizards and 2 thayan knights. No-one is gonna heal at all, Ur-priest will help you out massively here.
You will still be a modestly powerful combatant, ending up with a BAB of 17, and spells to boost your strength and similar stuff.
At the very least I'd like to advice against death's chosen if you want to keep up with a full caster. It's IMO a terrible prestige class, the offer little that can't be replicated with dead cheap magic items. Yes having your caster friend exclude you from the area of his spells can be good, but only if he uses loads of area spells. Which I find myself rarely doing, also it should be the caster's job, not yours, making sure you aren't hit by his spells.
So to sum up:
Go Ur-priest if you have the abilities for it, your party will love you, and you wont be too shabby either.
Go Occult Slayer or Kensai, for focusing on your fighting skills, they will get out-performed by your mage friends in a few levels time, but you will be doing more than most fighters.
Go Death's chosen or Knight protector only as your last option, especially knight protector has a huge problem with nothing actually attacking him.