Its just fanwank with no support in the lore - and not even good fanwank. As you said yourself, Malal does not exist in 40k - and he's never existed. And no, that's not a joke in the vein of 'I've never seen a stealth aircraft' either.

Art nodded to me as he sat down, his toothbrushy white crew-cut standing in stark contrast to his deeply tanned skin.

He stated that he was willing to help.

My father said to me after the harvest, 'Now your mother's a ruckle of bones in the kirkyard, there's nobody to knit sea stockings for us.