Hearthpwn

The guy is sound, there certainly could be a good game plan where you play pit lords and dominate the board then when they try to rush past you play a molten giant and taunt them up then start climbing back your life total with life gain spells like earthen rings and siphon souls, maybe a jaraxus. The problem right now is that once you get down to 15ish health you're probably about to die in one miracle turn anyway so you really can't afford to play that loose with your life total. Warlocks do have a life gain sub theme to offset life tapping though, so even if drain life and sacrificial pact and voodoo doctor aren't really playable right now, the more playable lifegain locks get access to with each expansion the lower the drawback on self damage cards.

That said they could afford to lower the damage and/or increase his toughness a little or give him taunt or something. Fire imp is basically the same idea where a 1 mana 2/1 gets a +1/+1 buff for a health loss, but its 2 less damage and a 3/2 is much harder to deal with for 1 mana than a 5/6 is for 4 mana.

Tauren warrior, ironforge rifleman, and silverback patriarch.

Rag and sylv go in pretty much any deck with a slight nod to sylv over rag only because she costs less and so you're more likely to get to use her in any given game, especially in the currently very aggro meta there's no guarantees that the game will even go to 8 mana let alone that a random 8 damage attack will help save you from a board full of tiny critters.

Thalnos doesn't really fit. An aggro lock doesn't want to play a 1 power creature even if it might live to pump their mortal coils and soulfires, and a control lock is mostly keeping the board clear with hellfire and shadowflame rather then gain incremental advantage on power boosted 1for1s like shadow bolt and demon fire. While a potent combo with hellfire, the odds of playing a thalnos and keeping it on the board a turn to hellfire is slim, and you can't afford to wait until 6 mana to play both at once.

Leeroy is an interesting possibility both as a finishing move in an aggro rush or as a shadowflame combo piece in control but i feel like he's still a distant 3rd to the more reliable sylv or rag. Sometimes they'll have a taunt or sometimes you wont draw into shadowflame or you'll be forced to play him early for lack of any other play just to kill a yeti or something and then the opponent will get to actually use the 2 whelps against you and so on. Cool but quirky.

Jarraxus is in the same place as ysera right now, extremely powerful but comes out so late the game is probably already either won or lost before you get to really abuse it. Like if the already very late game rag is dropped on 8 and your turn 9 response is jarraxus, you haven't really helped yourself until you've dropped a couple infernals 2 turns down the road by which time you either stabilized from other plays that had nothing to do with being jarraxus transformed or you're dead. If and when the game slows down some then jar will become more desirable.

I think blood imp is fine in terms of balance but I would like for all demons to have drawbacks to unify their mechanical identity. Blood imp and voidwalker are both total positives. It would be fine if the drawbacks were appropriately small though, heal the opponent a little, silence a friendly minion, that sort of thing.