There's no real reason to assume the Azotha retained much of a "nordic" theme from their Vrykul ancestors. They were forcibly separated from that culture and became isolated very early in their civilisation.
I don't think there's any native species in the Eastern Kingdoms they could've interbred with. Elves? Trolls? Don't think either would make sense.
Then again, the idea that any of the species in Warcraft can interbreed makes no sense either.
In-universe explanation: Azeroth didn't have population bottlenecks that would cause racial differentiation, therefore the full range of racial traits is present in every human nation (this is not strictly biologically accurate, but hey, a wizard did it).
In Azeroth terms, "black" and "Asian" are just like blonde/brunette, blue/brown/green eyes in modern Western countries.
Really though this is just because the game wanted to be open to players and PC, in the original Warcraft games all fighting units were white males. In keeping with the pseudo-medieval fantasy setting. But you can be a black female warrior in WoW and no NPC ever bats an eye. One assumes that the lore is invisibly retconned to make this make sense. Not that it was ever addressed in either Warcraft or WoW eras, that I know of.