Well, as the title sais; are there any Khajiit companions? Male/female? Where to get?

There are two:
male mage in the College of Winterhold (only if you're a member)
male warrior in the travelling Khajiit caravan - you need to do his quest first

In the trader caravan, you can get a quest from one of them to retrieve his alumet stolen by bandits. Just beware that the caravan has probably moved on once you've traveled to the bandit place and gotten the amulet, so check the map with the quest journal to see where they are. Once he has his amulet again you can choose him as a companion.

I haven't gotten the khajit in the college to follow me yet, but then I haven't completed his quest either (his scrolls seem to kill me instantly when I use them...).

Many thanks, I wanted to create an all Khajiit fellowship and I'll try and get that trader companion then, because if it was that mage in the college he was too uptight for my liking