"As always, Bloodreferencicus, the tea is marvelous." "Why thank you, Rae'graav." "You absolutely must tell me your secret." "Like I already told you, friend, 'tis no secret but love, care, and the blood of a thousand innocent children." "Ah, but maybe I just lack your talent, my Astartes chap. Maybe I just lack your talent." "Nonsense. Let us take this conversation to the kitchen and I shall show you how to make a tea truly yours." "A tempting offer, but alas, I must go. There is a blood crusade to be led. 'Twas a splendid afternoon tea, Bloodreferencicus, as all others." "I am sad to hear that, but the duties of war are the duties of war. Take care, and just remember: Love, care, and the blood of a thousand innocent children are what makes a simple tea into a piece of art."
I'm biased, but I'd say they would not be affected. The Shadow in the Warp is, after all, mostly the effect the 'overloaded telephone' caused by chatty cockroaches has on mortal psykers. From its description, it's all in their heads, so it wouldn't affect Daemons.