Lacroux was mentioned only in the original draft for Highlander. In that, he was an Immortal of unknown age, who followed the movements of the Knight (who in the final draft would become the Kurgan). He knew how dangerous the Knight was and like, Ramirez, he prepared young Immortals to face him. Lacroux, however, was eventually found and beheaded by The Knight.
Note: Lacroux appeared only in the original draft and is therefore not considered as cannon.