The Lost is an enemy introduced in the upcoming DLC War of The Chosen. The Lost are mutated humans that are weak in nature, similar to Zombies or Psi Zombies. Their strength comes in the sheer numbers they appear in.
The Lost are intended to be mutated humans that were lost and abandoned over the course of the original invasion. They are not affiliated with the aliens, however, and will attack them if it is more convenient to them.