With regards to flamers vs. hordes my group play with the following house-rule:

As the attack roll is essentially transferred across to the intended victim/s (in the form of an agility test) it does not count as a reaction so regardless of whether a horde can dodge/parry/dance the fandango - they still get the agility roll. However, the special ruling is basically that because a horde is just that - a great mass of enemies, if they succeed on the agility roll they still take hits equivalent to 1/2 the original hit value - this cinematically replicates a mass of people diving to get out of the way of a huge gout of fire and obviously some just aren't going to be able to move far/quick enough.

does a size modifier the likes of a magnitude 40 horde not affect its agility test as if it were a giant individual? Or is this something that I remember from D&D?

Good question. After rereading size, it only affects the to-hit modifier, movement rate, and concealment checks. After rereading the dodge action, it does not call for size to be a modifier. I would believe that if it affected both to-hit and dodge, it would be a form of double jeopardy, and cause really large hordes to take it very hard, even if they are a horde of eldar with obscenely high agility.