Pretty sure Murkidan isn't canon in any real sense, and as for Murgulis we have no idea if Illidan trained him, or how he even became a Demon Hunter. Hearthstone itself isn't canon. Illidan was stated to be exceedingly hard on even the Blood Elven recruits, according to Altruis:
"As a reward for his years of service, Illidan allowed Kael'thas to send him five warriors to train under him. It would be the first time blood elves would be allowed to train as demon hunters. The training was brutal. Illidan put Kael's warriors through trials that would defeat most fully capable demon hunters. Three of Kael's elves died in training - another went mad. One succeeded."
Even if canon, Murgulis and Murkidan existed before Illidan was freed at the Nighthold, so unless they've been Demon Hunters since the War of the Ancients or the Third War, Illidan likely didn't train them (if anyone trained them). That being said, now that the Illidari have been freed from the Vault they could conceivably train anyone who wished to walk Illidan's path, regardless of race. Unless the Demon Hunter transformation is itself only possible for Elves (or for Murlocs).