A retriever is a type of dog mostly found as pets of the humans of Kul Tiras. Retrievers are workers that aid the Kul Tirans in their hunting ventures. The Kul Tirans use bolas to shoot down their flying prey, then their retrievers go and bring them the kill.
Despite being noted as retrievers, their model refers to them as Australian shepherds, with one of their models even having a stereotypical Australian cap and bandana. Given that Australia does not exist in Warcraft, they are likely not called this in-game.