Kelsey Ashton is a top agent of a secret government agency which has not yet been uncovered or explored in the storyline. He has ties to the Zoldyck clan, and later becomes allies with Gon and Killua for the moment.
Before his introduction into the series, there was a mention of "another member of the clan", a Zoldyck "that wasn't a Zoldyck". Not much was revealed about this figure, other than the fact that he was considered to be a deliberate threat to Zoldyck security, that even Zeno and Silva would personally go out of their way to kill this man. It seemed that this figure had ties with them, and shared a deep and personal history with the family as a whole.
He is the sole surviving member of the Ashton family, a rich and powerful family that was renowned at least 20 years prior to the series canon.
At some point in time, he was apparently adopted by the Zoldycks. His parents, who were agents, had a changeable wish that he would also become an agent, should he independently choose to be one. They wanted to imbue in him the skills taught by the Zoldycks, as well as learn values - learn the values one could only learn from a discipline, and when one devotes himself to that discipline fully and wholeheartedly. As such, they decided to leave him with the Zoldycks for some time - an indefinite period that would end up being at least four years (it was only after the first two years that he was even allowed to take breaks and leave the Zoldycks estate, mainly to reunite with his family.) The purpose of all this was, obviously, to train Kelsey as an assassin. At that time, the only Zoldyck child was Illumi, and together (sometimes seperately), they trained under the tutelage of Zeno and Silva.
Little need be said - he didn't take the training well. He had come to take the Zoldyck family as his own in the time spent in their household, but he still didn't approve of the brutal methods they would use, and swore personally to himself that he would never become an assassin when he grew older.
Then came the time when the Ashton-Zoldyck incident occurred, and he was on the brink of losing all form of hope. The Zoldycks couldn't kill his family even if they wanted to, but they were killed anyway. Kelsey felt lost. Then a kind soul took interest in him, and Kelsey was grateful to have found another person he could call a father. They moved to distant lands, where Kelsey remained, recuperating and taking a break the world he once knew. Not much was heard of him after that.
At present, he is found to be a secret agent, having taken up the mantle of his parents. It is unknown what his motives are, or why he's doing what he wants to do, but in the meantime, Killua and Gon will have to perceive him as a threat.