They're both exclusive to Dunmeri "sacred" necromancy, I think. Dunno about the Bonelord, but the Bonewalker is a being raised/summoned to protect the Clan, probably through some sort of special ceremony. Some are also bound to protect Ancestral Tombs and the like because they did not serve the Clan well in life. I have no idea why they look so buff in comparison to the zombies in Cyrodiil and Skyrim, but I am guessing that's tied to their roles as guardians. Enhanced with magic, perhaps? Their ability to use Curses suggests that they have some manner of sentience and intelligence, unlike the majority of minions raised through profane/philosophical necromancy. I also seem to remember reading that most undead creatures created/raised through Dunmeri sacred necromancy tend to go mad after prolonged stays in the mortal realm.
Bonelords seem to be built out of multiple skeletons and imbued with some sort of spirit, probably ancestral. Could be that Bonewalkers are constructed in a similar manner as well. (They do have those spikes/rods or whatever poking out of them, so *something* is probably done with them as part of whatever ceremony is used to raise them.)