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If you want insanity, the Cthulhu mythos are a good place to start.

My reccomendation would be to look at monsters from Silent Hill for inspiration. You could have creatures that have heads where their crotches would be and walking on their hands. Just go all-out crazy. Amaglamations of flesh that make no sense and are disturbing to behold.
Daemons that with a mere glance of their forms would cause madness to even the most stout-hearted.

What about stalker deamons, with one eye that hunt people down, and constantly stare at them until they kill them.. like an obsession...

I think if you chose a setting (swamp, urban, desert, space, industrial etc). Then you could make each unit based on that theme.

Like the way these necrons are covered in swamp goo:


or for industrial having them have a mix of mechanical body parts with organic
or for space you could have them very dark and amorphous

if you've ever played dante's inferno there's a tonne of daemony ideas thrus into your face in that.
If your looking for insanity, hoard yourself a massive bitz box and choose a tonne of faces with different emotions. Insane can be anything so you could have a body full of faces or you could have a writhing mass of arms.
just some ideas but maybe you could use them in some way