Deckard Cain refers to Natalya's Assassin clan as the Khral-Harzhek. However, in the Lord of Destruction expansion pack, the clan from which the assassin class hails from is known as the Viz-Jaq'taar, or Mage Slayers, formed by the Vizjerei to slay rogue sorcerers.
There is no other information on the Khral-Harzhek and it is never mentioned anywhere else, so it likely that the Khral-Harzhek have been retconned into the Viz-Jaq'taar.