Back in 3rd ed there is some lore that dark elder allied with the thousand sons but that's been changed with the New 13th black crusade - I would say that daemons are out of the questions lore wise but one of the legions like night lords or the alpha legion you might find in Commorragh or allied for some greater reason.
then there are the rules, In 8th ed that might be hard to pull off.
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Cult of the Crimson Maw