The index entry has the Wargear options saying what they can take. The Deathwatch one is just a lot more complicated because they lumped Deathwatch Veterans (basic Deathwatch peeps), Deathwatch Terminators, Deathwatch Bikers and Deathwatch Jump packs (Vanguard Veterans) into one giant mess, so read it carefully because only certain models can take certain things. The point list in the back are to determine what your model's final costs will be. A lot of people mistake the back as giving carte blanche to letting anyone take anything; this is untrue, it's only written that way because wargear options no longer cost differently for different units (the unit's base cost instead makes up the difference). As for "illegal", in most cases no. People would expect you to adhere to the rules, especially in battleforged armies as Open Play (where anything goes as long as your opponent agrees) is now an official thing. However the example you listed is not in fact illegal; The only drawback is that the Ironclad won't benefit from the Dark Angel's own special rules and buffs, but since it has the Faction Keyword "Imperium", you could put it in the same army as Imperial Guard and it would still be "Legal". Finally, your last question depends on what exactly you mean. If you mean you want to include Deathwatch Units (as in their datasheet listing with all of their rules intact) into armies with Primaris Marines, that's again very legal to do, as they both share the Imperium Keyword. If you mean make Primaris Marines into Deathwatch marines and give them Deathwatch Rules, then no, there's no way you can do that in the rules. If you can work something out with your opponent beforehand, all the power to you. But in the current game there's no way to field "Primaris Deathwatch" just yet. EDIT someone below said that you can do this with some Primaris units. I've only looked at the index so I have no idea if this is possible outside of that with codex rules or something.
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