>>27938308
It's alluded to in the new lore, post-retcon, that Eredar were just magically and technologically advanced, which drew the attention of Sargeras.
Velen was such an OP boss though, all he had to do was pray, and the universe answered him in the form of the Naaru.
Velen gathered up like-minded Eredar (His ubersmench I guess), loaded them onto crystal ships, and off they fled. They renamed themselves Draenei in honor of this. During the long flight, they were instructed in the teachings of the Light by the Naaru - They were all like "Yeah, seems legit."
After a while, they settled on their new homeworld, which they named Draenor.
Everything was sodomy and gumdrops until Kil'jaeden corrupted Ner'zhul into creating the first Orcish Horde under Blackhand - who then proceeded to slaughter every Draenei on the planet.
Blah blah blah... Demon corrupted Draenor... Velen and whoever he could save steal the Exodar, in the process, leaving behind a lot of Draenei.
This is where the Broken are made. It's their loss of the connection to the Light through the Naaru, and then the corruption by demonic influences that plagued Draenor that created the Broken - and submitting to that corruption, losing ones mind to it, makes Lost Ones.