As much as I'd like to, I've never been able to watch KHL games. I have however watched a few DEL games when I was taking German Linguistics in College.
It worked out pretty darn well actually. Our assignment was to watch some sort of German based media, there could be no English Translation or Subtitles dubbed over it. So that we were forced to actually listen to the German vocalizations. Alot of people went with political Speeches, but I managed to remember that Marco Sturm had spent quite some time in the DEL and surely enough I was able to stream games online while in class.
As far ask the KHL goes, I cant say I've pursued streaming it online. But I know that there are literally no channels in my area that play it.