Of course! The one that immediately comes to mind is Eriana-3, a Warlock of the Praxic Order who was a member of Eris Morn's Fireteam, who delved into the Hellmouth along with Toland the Shattered and several others to strike at Crota, and ultimately failed. At the time of writing this, in fact, her exotic ship, Eriana's Vengeance is on sale at Eververse, and it gives some hints as to both Eriana herself, and Wei Ning, a fellow Guardian whom she was at least very fond of, who was murdered by Crota. She is, in fact, the very reason why Eriana was so determined to go into the Hellmouth in the first place. The lore tab is definitely worth checking out. Another that comes to mind is the infamous Iron Lord, Lord Felwinter, the namesake of Felwinter Peak, Felwinter's Lie, and the Winter's Guile Warlock Exotic Gauntlets. He was an Exo Warlock, a Voidwalker primarily. The lore tab for Winter's Guile is rather interesting too, and funnily enough, Xur is also selling Winter's Guile if I remember correctly. Go figure. I can't think of any other prominent Exo Warlocks offhand, although I'm sure there are others.