Interplanetary Spawn
Every planet has an influence on the warp; each planet leaving its own unique trace. When enough of these warp-imprints of planets exist in the same area, the warp presence of the planets themselves amass to become the Interplanetary Spawn. These small planetoids seemingly jump in and out of Realspace, and as far as can be told from experience, they are sentient and self-aware. In one unfortunate case, an imperial spacecraft saw one of these creatures and landed on it, curious about the seemingly undiscovered xenos world. The craft didn't return, but fragments of a messege were received. This message seemed to detail the planet itself killing the crew, through formation of deadly geographical sturctures (parts of the message received included chasms opening below men and acid rain clouds seemingly spontaneously appearing, raining highly corrosive acid on those unfortunate to be beneath them).
Fungus Ophidians
A relation of the Ork xenos species, Fungus Ophidians are giant bright green serpents with what appears to be a highly advanced intellect (compared to regular seprents). These fungus ophidians have a forked tail and can use the alternate ends of the tail as crude 'arms'. They use this tail to form armour from any and all available material. On one occasion, a Fungus Ophidian was found on a planet upon which a space marine force had fallen to the Orks and it seemed to have created a strange form of 'power-armour' (similar to the 'Mega-Armour worn by Ork leaders). They also forge ranged weaponry constructed and fit to their own heads, fired by a movement of the tongue. Fungus Ophidians are occasionally used as mounts by more powerful Orks, who coerce the Ophidians into allowing them by offering bribes of materials (scraps of armour/weaponary/etc...).
Neural Knights
The 'Neural Knights' are a xenos race that seemingly have no 'body'. From what experience the Imperium has had of these creatures, they all seem to be animated suits of armour with nothing inside. The only way to 'kill' neural knight is to separate all their component pieces, and even then, if enough are brought into close proximity, they begin to reform into their original shape. However, if enough of the Knight's components are destroyed, the remain pieces will lose their animacy (we cannot be certain whether the Neural Knight is 'dead' or 'alive' as we have no way of knowing whether the armour IS the creature, or if the creature is a highly psychic species 'living inside' the armour). An experiment was once conducted wherein a guardsman was put into a captured suit of 'Neural Knight' armour. There was a loud scream, and then the armour was seemingly empty. Following this experiment, the armour seemed to gain terrible psychic powers, and it fled the facility, using its new found powers to destroy any guards attempting to prevent its escape.
I know the Neural Knight sounds a bit too daemonic to be Xenos, but I imagined that they were a xenos species that had little to no physical presence and yet existed in Realspace as sort of 'clouds of thought'. They constructed the 'Neural Armour' so that they could interact with other Realspace objects, and the source and material of the Neural Armour is some sort of weird alien element - the only element that can both interact with the Knights and Realspace (an element only found on their home planet). The Neural Knights begin with no connection to the warp, but if a creature with warp presence enters the same physical location as a knight (i.e. by wearing their armour), the Knight suddenly gains their warp presence (and they are shredded apart as the Knight unwittingly rips their Warp Presence from their body). It might be cool to explore what would happen to a Knight should he gain Warp Presence. I sort of imagined his incoporeal form would slowly dissipate into the warp until eventually both the knight and the creature who's presence it stole would become a new warp entity. The life span and abilities of such an entity however, would be a matter of debate. So essentially they are 'daemons who aren;t daemons yet'. This would be especially good if you wanted a character to become a daemon - he enters the neural armour to see what happens and suddenly he's an entity of the warp, now sharing existance with a weird xenos being...
Sorry, I saw the name generator and couldn't resist. It's a brilliant source of inspiration. My ideas for each of the three would be the first for use as a campaign tool ('the rogue trader/Inquisitor/Heretic's vessel lands on what seems to be a new and unseen to human planet. They soon find out why the planet is uninhabited....'), the second as a possible gribbly/villain/addition to an Ork band and the third as either an NPC or a PC.... Creating a Neural Knight would be rather cool!