First of all, the terminology "Great Terror" is ambiguous: Some authors limit the period to 1937-38, some to 1934-39, etc. In the answer, I will be using the time period 1929-1953. I can explain why if you like.
Here are few more names:
- Dmitri Egorov. He was a PhD advisor of Luzin, Alexandroff, Petrovsky and others.
Per Wikipedia article about him:
Egorov held spiritual beliefs to be of great importance, and openly defended the Church against Marxist supporters after the Russian Revolution. He was elected president of the Moscow Mathematical Society in 1921, and became director of the Institute for Mechanics and Mathematics at Moscow State University in 1923. He also edited the journal Matematicheskii Sbornik of the Moscow Mathematical Society. However, because of Egorov's stance against the repression of the Russian Orthodox Church, he was dismissed from the Institute in 1929 and publicly rebuked. In 1930 he was arrested and imprisoned as a "religious sectarian", and soon after was expelled from the Moscow Mathematical Society. Upon imprisonment, Egorov began a hunger strike until he was taken to the prison hospital, and eventually to the house of fellow mathematician Nikolai Chebotaryov, where he died. He was buried in Arskoe Cemetery in Kazan.
- A more complex case:
Per Wikipedia article about him:
He volunteered for the army in 1941, leading to four years as a prisoner of a German war camp. During this time he was able to hide his Jewish origins from the Nazis. Rokhlin was liberated by the Soviet military in January 1945. He then served as a German language translator for the 5th Army of the Belorussian front. In May 1945 he was sent to a Soviet 'verification camp' for former prisoners of war. In January 1946 he was transferred to another camp to determine if he was an "enemy of the Soviet." Rokhlin was cleared in June 1946 but was forced to remain in the camp as a guard. Due to intercession by mathematicians Andrey Kolmogorov and Lev Pontryagin, he was released in December 1946 and allowed to return to Moscow, after which he returned to mathematics.
- An even more complex case:
Schnirelmann committed suicide in Moscow on 24 September 1938, for reasons that are not clear. According to Lev Pontryagin's memoir from 1998, Schnirelmann gassed himself, due to depression brought on by feelings of inability to work at the same high level as earlier in his career. On the other hand, according to an interview Eugene Dynkin gave in 1988, Schnirelman took his own life after the NKVD tried to recruit him as an informer.
Russian Wikipedia page provide few more details:
Schnirelman told his friend L. A. Lyusternik that he had done something terrible under pressure, which indirectly agrees with the memoirs of E. B. Dynkin:
Sofya Aleksandrovna Yanovskaya told me that he left a note: "I am dying honest before my comrades and the Soviet regime." He was forced to report. ... Sofya Aleksandrovna told me that the NKVD employee who recruited him was shot. But from this, of course, Schnirelman did not come back to life.
Edit. More names of mathematicians (none of them was particularly prominent) who were persecuted during the "Great Terror" are given in
G.G.Lorentz, Mathematics and Politics in the Soviet Union from 1928 to 1953, Journal of Approximation Theory, Volume 116, Issue 2, (2002) 169-223.