Yorick might know of them, but apparently hasn't met them because he lives on one of the islands alone. Maokai could meet one in the future, but seems more concerned with fighting spirits. Elise only swings by every so often. Mordekaiser is the leader, but what relationship does he have with Hecarim, Thresh, and Karthus?
Mordekaiser is NOT the leader of the Shadow Isles. The Shadow Isles are a place of chaos and constant undeath - there is no command hierarchy, only the Mist and the more intelligent undead taking advantage of the lesser undead. Mordekaiser has carved out an empire on the Isles, enslaving the undead, but that doesn't mean he's the emperor of the entirety of the Isles. At best, the Isles are nothing more than tribes of differing undead led by more intelligent undead in their never ending thirst for human life.
I'd imagine the big folks working within the Mist: Yorick, Karthus, Kalista and Mordekaiser don't interact often if at all. Hecarim and Thresh interacting with Morde is almost a given I'd say, but potentially not a full alliance; they might be strong enough to ignore him. Elise kinda just does her own thing since Vilemaw's not of the Mist, so everyone probably avoids her.
Well, you've got the Harrowing Strike Force, Hecarim, Thresh, and Mordekaiser. Of those three, Mordekaiser is the most independent towards the Mist, co-operating with it. Hecarim and Thresh are both bound to the Mist, relying on it to stay alive. Yorick constantly fights against the Mist, and almost seems like the Mist's love interest, as she's constantly trying to get Yorick to join her. He has, most likely, fought Hecarim and Thresh, and is in a war against Mordekaiser. Karthus, Evelynn, Elise, and Moakai, are all independent in a way. Karthus works for the Mist, like Thresh and Hecarim, but he chose to join the Mist, whereas Thresh and Hecarim had too. Evelynn does what she wants, Elise serves her Spide-God-thing, and Moakai is against the Mist in its entirety.
You forgot 
Thresh was the one that showed King and others secreet path to underground waters or whatever. So Hec and Thresh had met before Mist.
Actually it was a big surprise for me to know how creepy and unpleasant one of my most favorite champs had before Mist. But that added Thresh personality for sure. I enjoy every hook more in a strange and sadistic way now...
