I took photos of two slightly different assassin bugs in Durham, NC
the morning after hurricane Isabel passed through.  I've never seen
them around here before, so I'm guessing the hurricane might have
brought them from somewhere else.  My and my girlfriend's research
showed that there are over 1000 different types of assassin bugs.

I uploaded the photographs to: http://www.unc.edu/~dusik/assassin.html

So the question is: which species are/is these/this precisely (they
are coloured slightly differently) and where do they originate?

These are probably two assassin bugs of the same species, since their
variations are very subtle, the one being basically a "smudged"
version of the other.  You are correct in suspecting that these bugs
are not from the Continental US - they probably originated in South
America around Brazil, or perhaps Australia, which is not to say that
they weren't in the US prior to Isabel, but they were definitely
transported at some point.  These particular Reduviidae appear to be
of the type Triatoma leopoldi or rubrofasciatus, since their squat
structure doesn't match any assassin bugs prevalent in the US.  A
picture (B&W, sadly) of the assassin bug T. leopoldi is available
here:
http://www.qmuseum.qld.gov.au/inquiry/leaflets/leaflet0037.pdf
You can get some slight indication of the color distribution from the
sketch, but the source indicates that T. leopoldi is suspected to suck
the blood of birds or bats - not caterpillars, as in your photos. 
Also, be careful, these guys are Chagas disease vectors.

For further references:
http://eclat.fcien.edu.uy/ingles/objetives.htm
Your little friends are clearly recognizable in ECLAT's logo.