I think the most likely (and possibly coolest) explanation is the one everyone is thinking, ie. male channelers turned to the Dark. The glazed look in their eyes seems to confirm this. Or maybe all the Aiel that go there to die actually do die and their bodies are used?

Another initial thought was maybe that they were Sharans... do we know anything about Shara other than what their Ayyad look like? I thought maybe they'd be related to Aiel, and if Demandred has been working away at building an army there...

As for the red veils, maybe it's just creep factor. And why would they unveil before killing? Weird.