Which of the four Chaos powers will your daemons be from? Khorne, Tzeentch, Nurgle or Slaanesh? Or a mix of all?
I like the picture of the half daemonette and half scorpion. It reminded me of a chariot that I have from Pendraken that is drawn by a giant (for 10mm scale) lobster. I will try putting a female torso on the lobster, to make a sort of a centaur thing.
There are some 15mm nude female forms about. Reaper has a water elemental that really is just a naked woman. Games Workshop has a familiar that is about 15mm tall that is a naked daemoness with horns and tail. There must be others.
My bias for Slaanesh will be naked women. (Somehow I don't think you are surprised.)
For what it is worth, I plan on sculpting up some Slaanesh daemons, based on DaveC's ideas. I can take a look at sculpting up some fiends of Slaanessh at that time. And in case no one mentioned it, GW produced Slaneesh fiends for Epic (now Epic 40k, or Epic Armegeddon, or something). I have a few. I can post a picture of them when I get home. They are not as big as you are looking for though.