Well, when looking through the Winter Update teasers in 2013, it didn't give me any information on Gaz'haragoths origin so I had to dig deeper! This is the information from my source, Dev Q&A About Roshamuul (side note, lol at the comment underneath the response!)
Q: What is the origin of Gaz'haragoth?
A: Well, if two evil demons love each other very, very much the demon stork might bring them a little baby demon. It also has to do with demon bees and demon flowers, but we here at CipSoft are no experts on such topics; everyone I asked for help in answering this question left blushing and giggling. Apart from that, Gaz'haragoth grew into a quite powerful demon on his own right and was put in charge as a kind of overseer for Roshamuul, even though a certain explosion had somewhat mutated him.
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