The difference is actually motive in my opinion. Some of these characters are vengeful and therefore might go into demon hunter. Others are corrupted but still heroic. Nemisis is the God of vengeance and Kali just straight up hunts demons, Kerrigan is corrupted but still heroic, Huscar is corrupted and but still loyal.
Warlock is for evil characters and demon hunter is for anti heroes and corrupted heroes. Rogues generally aren't physically magical.