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I love the fluff for deathmarks and I'm just wondering if they're competitive and if so in what size battle, useful in 1000? Please help because I want these beautiful models in my army but I need some kind of strategy.

I know one tactic is to put them with a Cryptek with an Abyssal Staff but if you do this do you give him a veil of darkness or just leave them to die?

keep them with veil of darkness and proably a lord or something to help them stay alive it is hilereous when you teloport next to the enamy that has been marked when he leasts expects it then snipe him to death then next turn either not get focused on and teloport away to hit and run again or get shot to death it all depends on weather get focused or not

Death&Despair squad (just 5 Deathmarks + 1 Harbinger of Despair with Veil of Darkness) is meant to be a single-serving disposable deathstar killer.
They pop in, mark some poor Termy squad, Abyssal Staff them, rapid fire the remaining guys, mission complete.
If you get some more use out of them after that, well, kudos to them, but if not, they've already done their job in taking out your opponent's best unit, so they've served their purpose for the game (they're kind of like a Doom Scythe, in that regard).

With all that in mind, giving them a Lord is a waste, especially considering what better uses a Lord could serve if attached somewhere else (Immortals or Lychguard, for example).