Howdy everyone! Due to the particular nature and composition of daemons, I was curious if they could be set of fire say by a Flaming Word or a flamer? Additionally, would a power like Exsanguine that causes blood to rush out from orfaces of the target work on them as well?

Thanks!

In general, the trait Stuff Of Nightmares that immunizes them against these effects works neither against holy nor against psychic attacks. However, I'd personally exercise some GM fiat when it comes to e.g. trying to bloodboil daemons of Khorne or using psychic shriek against daemonettes.