How these Hrothgar became Lost varies from person to person, each with an interesting story to tell. Meanwhile, the Lost Hrothgar do not serve any queen and spend their lives traveling the world as nomads. There are two kinds of Hrothgar to play as: the Helions and the Lost. The developers have stated they plan to make female Hrothgar playable in Final Fantasy XIV: Endwalker, but they won't be ready at the launch like the male Viera and will be added in a post-game update.
Like the male Viera, female Hrothgar were unavailable to play as when the race was first introduced. Over time, the Hrothgar were accepted into Eorzea and allowed to live alongside all the other races. After some skirmishes, the Hrothgar learned how to speak the language of Eorzea's people and dash away any misunderstandings and fears they had. As you can imagine, when the Hrothgar arrived on Eorzea's shores, the local populace was terrified, mistaking them for Beastmen.
Unlike the Miqo'te and Viera, which inherit minor animal traits, the Hrothgar are full-blown anthropomorphic lionlike creatures originating from the continent of Ilsabard. Making their debut in Final Fantasy XIV: Shadowbringers, the Hrothgar are the most bestial race to play as.