I think all the bad guys in Korra are related:
Noatak got involved with the Red Lotus when he ran away. (He was in the North at that time. Maybe Unalaq found him.) So, Noatak and Unalaq knew each other, Unalaq was part of the Red Lotus, so perhaps Noatak also knew Zaheer.
Of course, then we have issues. Noatak hates all benders and wants bending to be taken away, which is in line with Zaheer’s “chaos” freedom thing, but Zaheer obviously wanted bending to remain intact and Unalaq thirsted for bending power; Unalaq wants power, which goes against Zaheer’s desire for no royalty and people to be free and goes against Noatak’s desire to rid the world of bending. Naturally, the three disbanded, however Noatak might’ve picked up some spiritual pointers from Zaheer, hence being able to remove remove bending.
That is my headcanon, I am sticking to it.