I may have understood some of the statements on that thread differently. Then, I admit I've not been paying the fluff forum the attention it deserves lately
Don't know if psykers "reincarnate" but, after death, every human soul ends up in the warp where it is claimed or consumed by the entities who dwell there. We actually don't know what the Chaos Gods would have done to their human champion Horus, but obliterating his soul was the Emperor's way to ensure that they had no power over Horus after his death.
I don't know of any instances of reincarnation. Daemons, though, never die unless their "true name" is spoken, physical attacks merely banishing them to the warp. It's quite a lengthy process, but banished daemons can come back from their apparent death once they're strong enough to materialize again.
That said, I don't think it's impossible for a dead human to "come back" in daemon form. Think Doombred, supposedly a tyrant from Earth's distant past now ascended to daemonhood, who still haunts the materium every now and then.
Perils of the Warp?. Mostly, but not limited to, daemons of all shapes and sizes. The fluff hints that there is more to the Warp than the Chaos Gods and their daemons. Not
CSMs, though, as they are still beings of flesh and bone.