Blizzard will also create characters for some especific units like Sgt. Hammer, She Represent the Siege Tanks but she don't have any role in SC universe as whole.
Incorrect. She was created for Wings of Liberty but axed during development (unused dialog reference her). She also is mentioned in lore. Her lore referenced a bad temper and her being a tank driver. As such they simply "recycled" an idea to create her similar to how Nova, General Warfield and Tosh were all recycled from StarCraft Ghost.
If you notice, Sonya the Barbarian is a also a filler, even if you can create her in D3, she isn't the canon Barbarian, she however, represent the Barbarian Class. Valla and Nazeebo are most probarbly in their canon potrayal.
She was added more for the joke of her being a female not a male. Everyone expected the male barbarian but they got the female one. She however is the real deal as the Nephalim were without gender and the lore states that 1 or more were involved from what I can tell.
I think they planned to throw in the male Demon Hunter (which would make sense if female Barbarian was used as they are the opposite of the usual portrayals) however it would have clashed too much with Illidan. Instead they have Illidan sprouting taunts at the female Demon Hunter. Nazeebo is male purely to play on the male Troll Witchdoctor, who's head he carries around as a Mojo. I believe originally Nazeebo was the Troll Witchdoctor but they changed him to Diablo III Witch Doctor and hence why his Mojo is not from Diablo III and instead is the head of a Troll Witchdoctor.
There is a Rumor that Blizzard will make the Crusader as Female, even if in blizzcon model showed to be a male, things change when a game is in development.
Both have different and personalized lore. This is not WoW, the Nepahlim are generic and not specific people. Instead individuals are choosen to represent them with names that suit them. They should name one of the Nephalim some strange in-game sounding name for lols.
Rehgar, while he appears in Comics and Books, he do represent the shaman unit/class from WC3/WoW so do Thrall.
Thrall was a War Chief not a shaman. Rehgar is a shaman more since he can actually morph where as Thrall fights like one expects him to. In Warcraft III Thrall was Orc Farseer so a support hero and probably choosen to be so as he would conflict with Hellscreem who was the orc DPS melee hero.
Brightwind Represent the Faerie Dragon units from WC3... seriously that gal is a monster.
She was added as a joke, just like ETC, Murky and LiLi. ETC and Murky clearly have no lore tied to them. LiLi I am pretty much certain was added so that you could go around beating up a female panda child as grown men like Tychus who even posses personalized kill quote for her (something is wrong with that...). LiLi might have lore to back her and even a WoW representation however she is heavily out of place and likely only there for being a cute young female Panda.
They really need to add more of the heroes people want...
Narud
Archimonde
Swaan
Baal (Tal Rasha body)
Imperius
Artanis (probably will with LotV release?)
Tosh
Alexi Stokovitch (wow my spelling is bad...)
Kael
Lord Garioth (bad spelling again)
General Warfield
Mephisto
Deckard Cain (he deserves it after his unfortunate death)
Belial
Grom Hellscream
Dekahn (primal Zerg guy from HotS, however he is spelt)
Stettman (nerd from WoL)
Valarian