Sounds like we have a Fallen on our hands here.
A lot of this one sounds like it will depend on when, exactly, it is set. If it's after the Relictors got declared Excommunicate Traitoris and downsized by the Grey Knights... Even if they still feel they serve the Imperium, any chance of a good outcome goes out the window on running into Asmodai of all people. The only smart thing for them to do is to run like hell in whatever direction can get them the most distance.
Ask not the Eldar a question, for they will give you three answers; all of which are true and horrifying to know.