Yes, the Anathema is considered a daemon weapon. From what I understand, it was used to mortally wound both Horus and Roboute Guilliman. Some evidence suggests that the blade was hidden in Calth and used to kill Daemon Prince M'kar. But besides the description of the weapon, nothing is certain.
I believe that the Emperor knew that their were alien races out there that were worshiping the ruinous powers and therefore sought to desperately to destroy them. Horus; not really understanding why the Interex couldn't just live in perfect harmony with human and alien alike, didn't really understand the true intentions of the Emperor. As we know he tried to hide the truth behind chaos from his Primarchs.
Further note though, though the Interex seemed to have understood well the powers of chaos, its still not clear to me what their intentions were? It seemed as though they were trying to prevent chaos from rising. The Interex Empire is still unclear and maybe so forever. It just seems pretty interesting that they were able to be uncorrupted with all the knowledge and items they had of chaos.