This thread had the potential to be really interesting but got quickly derailed by pseudo-historical and protochronist-like arguments, as I see often happens on forums like these.
As for the initial question, many of them stayed and became absorbed into subsequent cultures. But there was also strong depopulation due to war, disease, famine, etc. The Vlachs are the most direct descendants probably (some have tried linking the tsintsars to the fifth (quinque) legion, but that may be just a folk theory). You also have to keep in mind that Romans here doesn't necessarily mean actual people from Rome or Italy for that matter. Just people from around the empire who had adopted the culture of the empire that were moved in and resettled. Romanization of the native populations was also a gradual process, and not all of them readily participated in it, and not all underwent full Latinization. Some probably stayed more at the margins of the greater society and partly retained their older customs.
Proto Romanian was probably spoken in the Central to Northern Balkans in the area labelled the Diocese of Dacia on this map:
It's known that Albanians were also partially Romanized since their language has several hundred words from Latin.
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