It is just as I feared. Arix'Amal - the demon you killed earlier, was working for a secret Legionlord - Arazzius the Cruel. It appears this new villain has amassed a force of hellish terrorfiends near the Pools of Aggonar.
You must journey there and slay the terrorfiends before they strike against us. But be wary, friend - the Pools of Aggonar lie within a tortured, poisonous valley. You can find the cursed pools to the northwest of here, beyond Hellfire Citadel.