Among the main villains of Sons of Garmadon, Harumi has the most in-depth backstory, and Mr. E is at least revealed to be a nindroid. This leaves Killow and Ultra Violet without any backstory or origin. My theory is they are Oni-corrupted Dragon Hunters.
There isn't any proof that Killow and Ultra Violet originate from Ninjago, giving them the potential to be from another realm. This realm could be the First Realm. In the First Realm, Iron Baron had told the story that he was the only survivor of a group that went into Oni Territory, but the Oni Territory was abandoned. The other hunters may have been killed by Iron Baron, but some could have fled farther into Oni Territory. While no corporeal Oni were present, Oni were shown to be able to create dark clouds. Some of these clouds could have lingered in the Oni Territory, weakened by the Oni's absence. If Killow and Ultra Violet were hunters who fled Iron Baron, they may have encountered these clouds, but they were not petrified, due to the clouds' weakened states. The muted effects could still turn their skin from white to gray. They could have then escaped to Ninjago in a manner similar to how the Oni left the First Realm, since the Oni presumably had another method of travel other than Dragons.
They also showed increased affinity for the Oni Masks. The Mask of Deception granted telekinesis, which is most likely a difficult power to learn. When he gets the Mask, Killow shows himself to be capable of telekinesis with very little practice or training. He also revealed to another Son of Garmadon that Mystaké wasn't just an old lady, implying he realized that she was an Oni. Killow was capable of using Oni power, and he easily detected an Oni. Ultra Violet, on the other hand, is shown to be capable of using the Masks of both Hatred and Vengeance, although she only uses the Mask of Vengeance in the Season 9 intro. While the Mask of Hatred was presumably easy to use, the Mask of Vengeance required more skill to use. Even before gaining two extra arms, Mr. E was shown to be a skilled swordsman, a trait not possessed by Ultra Violet.
Basically, I felt the idea of them being dragon hunters who had fled into Oni Territory was somewhat plausible. I was definitely grasping for straws in some parts, and it sounded a lot better in my head.