Arthus wouldn't turn Fish into DKs.. So you can rule that one out.
And I'm pretty sure a Naga can't be a Warlock either, or a Druid.

It's stupid and people should really stop asking for it.
Well... Arthas turned worgen aswell :) and really... they are not much different! Worgen are transformed humans, Naga are transformed night elfs. (Maybe sane as worgen they can get their elf forn back?)
Naga warlock: they have magic... and with azshara they didnt always do the best.... why not some demon controlling they might have learned? Blood elf can, Naga is also closely related to them.
Naga druid: sane as worgen really...
for the otger guy: ever seen a wolve with a dog? welcome to worgen... why not naga?

I personally dont feel much for any naga.... but well I understand some do.