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First off, are we going to see a Daemon codex entry for this version? Or is this one of the "super old models but 1 person might QQ online if we remove it" options?

Second, what is the best route to make one? I thought about just kitbashing a AoS Lord on Juggernaut with 40K weapons.

Just use the AoS Lord on Juggernaut. The heck you want ranged weapons for? You some kind of ranged unit?

1.) 85% likely on a NOPE for a Codex Daemons release of it, as it's a CSM lord and only has the Daemon keyword because of the Daemonic mount. Really sad because not only was there a model for it before (and I recently purchased one) but you can get a really good looking one going by buying a box of Skullcrushers from AoS and just throwing a CSM backpack on it.

2.) The AoS lord is perfect for this, as short of a backpack he's pretty much usable in 40k as-is. I only recommend Skullcrushers because before they cost only 10 bucks more than the AoS lord for three of them, while also being plastic (and not failcast). However they've since phased out that set for the larger 6-man box of skullcrushers, so the price difference is much larger now (the skullcrushers box is actually cheaper than before per crusher, but unless you want 6 lords or can find some other use for the other 5, it's cheaper to just get the Lord).

Can they be used as daemon cav? I don't have the book but that used to be a thing in previous editions.

I remember that GW used to make Slaneesh demonettes on steeds. https://war-of-sigmar.herokuapp.com/bloggings/1356

Bloodcrushers are a thing. They’re Bloodletters mounted on juggernauts, but the Skullcrushers are mortal Khorne guys. They’re really fantastic models though, and if you’re interested in AoS at all, I’d recommend getting a box. If you’re just looking for a single one to convert into a Juggerlord for 40k, I’d hit up eBay instead. One Skullcrusher plus a backpack, some Khorne pauldrons, and some 40k weapons should cost less than $30, so right around the mark of buying a single clampack HQ model anyway, and even less if you’ve already got some of the bits.