Baelok can be found in Malykriss: The Vile Hold. He's one of the few existing vrykul death knights and reached this rank only through shear brutality. Vereth the Cunning wants him killed for the quest The Rider of Blood. His steed is called Bloodsunder. Assuming to his title, he's teaching Blood death knight abilities to the adepts, similar to Lord Thorval in Acherus: The Ebon Hold.