User blog comment:Vincent Kairen Angelus/Unaligned Greater Daemons?/@comment-6078851-20130314150501/@comment-4264245-20130314154001

Afaik Malal had Daemons in his old fluff, back then when GW didn't care about opening its background to more options than the most sellable ones:

http://images3.wikia.nocookie.net/__cb20110606235137/es.warhammer40k/images/a/a1/Malal_demon.jpg

I think they used to be sorta masochist or suicidal, immolating themselves in front of the enemy or eat themselves as their flesh grows again...