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Are Thousand Sons ever depicted in the fluff as fighting alongside daemons such as horrors? If yes, is that typical? I guess I've always pictured Chaos marines as stereotypically making planetfall with daemon allies - that an incorrect view? Based on how the codexes are laid out you get the feeling that daemons are their own separate force that operates independently from CSM. Asking about TS in particular because they're my favorite legion.

Thousand Sons would be one of the more heavy daemon users, second only to the Word Bearers most likely

They do indeed use daemons. They probably wouldn't make planetfall with them though, and just summon them when they got there.