The Four Horsemen were Kronos, Methos, Caspian and Silas. The actor who played Kronos in the HL series also played the character Korda in the off-shoot Raven (I think!) so he's a different character but same actor as Kronos. (Kronos, Caspian and Silas were all decapitated in the double episodes Comes a Horseman and Revelations 3:86 I think they were called (being lazy and not looking it all up!) Methos is the only surviving Horseman.

Kronos killed Cassandra when they raided and destroyed her village where she was being raised as a healer by the tribe's healer, Hijad. Methos took her back to the camp with them and kept her as a 'prize'. She ended up escaping after an indeterminable amount of time when she stabbed Kronos when he tried to claim her from Methos and Methos didn't stop him. She ended up featuring in a few episodes, and was given some 'magic' abilities, and called a witch.

OK, shutting up now!