Warlock

The exact definition of a Warlock was never confirmed within the series. The most common theory is that it's a gender-specific term for a male sorcerer, just as witch is a gender-specific term for a female sorcerer.

However, it should be noted that there are a number of facts that would appear to contest this theory, primarily that Merlin is the only character to be referred to as a warlock within the series. Every other male magic-user is referred to as either a sorcerer or a Druid, depending on which they are.

Furthermore, the term is usually left out when other types of magic-users are listed. For example, in The Nightmare Begins, Sir Leon specifies, "I've included the details of everyone we suspect of consorting with sorcerers, witches, and Druids." There is no mention of warlocks.

It's possible that warlock is merely a more archaic term that had fallen out of common use, which would explain why ancient figures such as Kilgharrah or the Vilia would use it (though not why a young boy like Daegal would). It's also possible that it refers to a specific type of sorcerer.

Another common theory is that a warlock is born with magic while a sorcerer studies it, which would explain why Merlin is the only sorcerer to be addressed as one. He is the only sorcerer in the series known to have been able to use magic instinctively from birth, and it has been implied more than once that he is an anomaly in this regard (The Dragon's Call, The Gates of Avalon).

Trivia

 * A common fan theory is that a warlock is born with magic while a sorcerer studies it.
 * In some texts, the word "warlock" translates to "truth-twister", though this is widely unknown due the modern usage of the word in works like Harry Potter, (there are many others besides) and it clearly does not apply to Merlin either.