The answer is *drum roll* stop trying to inject logic into WH40k. The two things are mutually exclusive.
Well for starters most warp entities aren't really daemons, daemons are fragments of the Chaos Gods. Most of them are near mindless warp predators and other such after effects of sentience. Secondly, it's rare for a soul to truly be destroyed. Even those nomed by daemons/earp predators aren't obliterated, but rather torn into fragments until they become a part of the mass, their individuality lost but their essence echoing through time. However, it is possible to rebuild a soul. Erebus, cursed be his name, actually has a ritual to respawn. But to your question, it doesn't seem to work like that. It seems like the sentient biological form develops its own soul, the soul doesn't come to it from the warp like some rencarnation. It's more like sentience is the soil in which a soul is grown, but I don't think they've really gone into how souls form. However, it has been said that the Eldar used to reincarnate similar to how you said, with a soul returning from the warp, and now that the warp is so viscous they can't do this. You know, that and Slaanesh.
You, sir, seem to know particularly much about Chaos, souls, their origins and other arcane knowledge - would you mind visit your local Commissar for a private talk?
It's not filled with Daemons. Think of the Warp as an ocean as an analogy, and the Daemons are like sharks and other predators. In a big enough ocean there are stretches where there is very little to no life, most of life is around the shores and continental shelfs. Though in the Warp's case, there are Leviathans in the deep! There are other Predators and denizens, like Jellyfish, turtles, even Crocodilians, which can in turn represent Slavers and Crotalids. And the souls of humans and other species, they are the things these carnivores prey on. As for where new souls come from.... your guess is as good as mine.
