All daemons can be used together.
The only restriction is that heralds can't join squads of other gods but their own.
Melta bombs = 1 attack, with all their pro's and con's.
They don't have models yet, because they havn't made them yet... and as of right now... it's 'count as' or convert your own. At least they give you a sketch or two for you to base conversion on.
My 7 Cents.