The PST files should still be local on the machines. However, it sounds like you do not have the correct credentials to access the files. You should have copied the PST files to a location before removing the machine from the NT domain. Then, when you go into the AD domain, you will need to copy the files back onto the machines in the new profiles for the users. They will have new SIDs (security identifiers) in AD even if their username is the same as the NT domain.
Can you return the computer to the NT domain and then see if you have access to the PST files with the appropriate credentials?