Warlocks are the magic practitioners of the city of Qarth. They gather at the House of the Undying and are recognizable by their blue lips, caused by their custom of drinking a substance known as shade of the evening.
Similarly to the Alchemists' Guild of the Seven Kingdoms, the warlocks' power and prestige have waned over the years and some of the Qartheen elite regard them with certain contempt.
Given that Pyat Pree is the only warlock seen at any time during the series, some have speculated that he was in fact the only one left in the series narrative (giving him another incentive to steal the dragons) and that the warlocks were thus destroyed forever with his incineration.