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So yeah? That title says it all.
Daemons of the Imperium/ ghosts with benign intentions/ or just dudes with a geneseed that gives them an invulnerable save as good as a Daemon Lord's.....somehow?
I also don't know what they can do fluffwise that makes them possibly the scariest standard troop in the lore.

The Legion of the Damned codex really covered a bunch of the fluff

I'll leave this here. My personal theory.

http://www.dakkadakka.com/dakkaforum/posts/list/613298.page

Nice theory Otto Weston. To the OP I'd say check that link and go to lexicanum. Thats probabably your bestest bet