A) This should really go in the fluff thread.
B) It's largely true that, aside from demons, everything Chaos controls brings itself about in life. In Dark Crusade, almost all of Chaos' units either are still human (SMs included as humans) or were human at some point (the exceptions being the Defiler, which is a machine possesed by a demon, and the Bloodthirster, which is brought about by the sacrifice of one of your units but is a demon in it's own right). It could simply be the same truth here. The Daemons don't neccesarily need to be creatures from the show, but chaos space marine forces and cults could make use of pretty much anything.
A). Yes, it realy should. Do you approve of it, by any chance?
B). I am not sure if Dark Crusade is canon on where Deamons come from. Sacraficing units to get a better one is a fun mechanic. Is is true in 40k?
As for deamons not needing to be things from the show: Whats the fun in that? We have so much to work with!