Cheers mate and well met!
Lots of considerations here! Battlefield role, mount, casting values etc. Very generally: With Daemonology you will probably want to be in combat with the Sorc as well, so maybe that’s more for a kitted out Sorc on Bale Taurus. Elementalism has some great support spells. Dark Magic is arguably the weakest of the three lores, but it also has it’s uses. There is a long thread dealing with it, best to check that out.
They certainly do! Stampede special rule gives a nice AP-2.
It has D3+1 Stomp attacks. And the three crew members attack in close combat I guess.