It is: each unengaged friendly unit containing one or more daemons of XXXXXXXXXX (or models with the mark of XXXXXXXXX) and each unengaged enemy unit, on the battlefield.
This means you could have a herald attached to an unaligned unit of Chaos Space Marines and the whole unit would be hit, just as long as there was a single model that was a daemon of the chaos power, or it had the mark of that chaos power. this means that you would have to roll for Abaddon and his bodyguard unit every time a 5,6 8 or 9 was rolled.
The only ally you can take that has Daemons is Dark Eldar, who are Allies of Desperation. You can not join your ICs onto their units or have your units joined by their ICs. Since AoD are enemies who can not be attacked by you or have blast markers placed over them by you, and they are not friendly models, they can not be affected by the 5,6, 8 and 9 rolls unless a blast marker deviates onto them. It also specifies daemons of a specific Chaos power, or models with the mark of that chaos power. Dark Eldar do not have Chaos marks.