Probably worth reading up 1d4chan's assessment of the Daemon codex and tactics HERE if you haven't already. While it must be read with a grain of salt, it breaks down their play style pretty accurately if you don't mind the occasionally rude and occasionally hilarious language.
Obviously if you have done the Daemon research then don't mind me.
I've been looking into Nurgle allies for some fast-threat DPs and some solid objective holders. As long as we keep them apart from each other there shouldn't be any issues right? Aka assault DE with slow and shooty Daemons, or rawr-in-your-face Daemons with shooting-focused DE.
I've run Daemon allies before for my CSM army, and they can fill in some niches DE otherwise don't have. Khorne Skull Cannons provide solid anti-infantry ignores cover large blasts, while Soul Grinders are remarkably durable anti-air platforms that can dish out the pain vs other targets at range and in CC if upgraded wisely.
It's all about covering each others' weaknesses while playing to each army's strengths, right?
Since DE are epic at regular Anti-Infantry you don't need more of that. Durable objective holders? Yes please, DE could use some of those. Anti-air and both offensive and defensive psyker business? Also totally worth it.