being a daemon

The chaos gods have punished daemon princes before, look at Be'lakor in fantasy, That would suggest that daemon princes at least are still fully intelligent and sentient but if they stop pulling the line the wrath of the gods descends.

As far as lesser daemons, does it not vary on the god they serve? I really can't imagine a bloodletter having anywhere near as much sentience as a Horror. But it written that all lesser daemons are rather dim, that why the blue scribees go around collecting shards of the crystal staff rather than a LoC, as tzeentch feared that the Loc would try to overthrow him. The higher ranking the daemon the more sentience and free will its given

I don't view heralds as lesser deamons as such, as I don't view daemons ever getting promoted. The heralds are created as heralds, and therefore are imbued with differing mental abilities than a standard lesser daemon, including more sentience.

The mental capacity of a bloodletter is around kill, kill kill, skulltaker is around who to kill, and how best to kill them.