"By the authority of the Emperor of Mankind", you can field any units from another Imperial army (Space Marines, SOB etc.) EXCEPT for Heavy Support choices, so No, you can;t field Penitant Engines in A Deamon-Hunters army.
BUT you can field Deamon Hunters in a Witch-Hunters army, so you can use Deamon-Hunters and Penitant Engines, but Witch Hunters would have to be you primary army.