Oh diddums (not you CJay) would somebody like their nappy changed? I have some sandpaper at the ready.
In an entire Galaxy of planets it is not outside bounds of possibility to imagine a "dragon" type creature being present on one or more of those worlds. Depending of planetary conditions "mega" life is not unheard of, look at the history of our planet, when Dinosaur's roamed the earth there was one that was 120 feet long and weighed 100 tonne and that's just on our planet. On Fenris you have Kraken which exceed that. Whether they are space capable or not is again not outsides the bounds of possibility, there is no law in 40k that stops an organic creature being capable of intersteller travel.