Chris was apparently never happy with how the Kilrathi looked - which is why they were redone for WC4 and then the movie.
The WC3 Kilrathi also weren't great -- they look passable shot on video and then super-compressed... and when not interacting with human actors... but they wouldn't have worked at all on film in WCIV, working in all-human scenes/sets (they don't look very good on WC3's video dalies, even).
Origin guys have most of them. Joe Garrity has Hobbes and one of the background non-animatronic heads... I saw Thrakhath once, and he was in bad shape. I don't recall who has any of the others... for some reason I'm thinking Stretch Williiams (former Origin sound guy) has one.