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Under their entry, it states they are daemonic.

Does that mean daemonically possessed?

No, simply that they are Daemons and therefore enter play int he same way.

Think "Soulgrinder" in terms of Daemonic vehicle,.

This sounds like Apoc, in which case prepare for stock answer:

Sort it out yourselves

Close - it;s IA7: Siege of Vraks PIII

It is daemonic, meaning it can DS in with other troops when used in a C: Chaos Daemons army.

Under the entry of Soulgrinder, daemon means it ignores shaken and stunned results.

Except it isn't a soulgrinder, so that rule doesnt apply.

It is Daemonic, so it can deepstrike with a daemon army. That;s it.