My original idea was to have an 'undercover' Inquisitorial cell, posing as an Underhive bike gang. Now due to the miniscule success of the gang in the opening games this lead my narrative intuition to deduce the gang would expand. Now it's quite safe to say that Inquisitor Corvidae is not a puritan. With this in mind I was quite taken with the idea of exiled xenos lurking in the Sump or possibly duking it out in Areanas and the Gladiatorial pits.
Following this train of thought and on the back of certain elements I had used previously in my DH campaigns, I've created some exiled Dark Eldar. I like to entertain the notion that these guys have somehow displeased their Kabal\masters in Commoragh and have ended up in the Gladiatorial pits of the Underhive, I believe this would be feasible due to the nature of the Dark Eldar and by extension this in turn would keep them juevenant.
As for how these individuals ended up in the service of an Imperial Inquisitor, again I relate back to a theme from DH. A hook I implemented was that a particular infamous harmoculous and head of a revered coven had forged an allegiance with the Serrated Query and by extension the ruinious powers. This in turn would lead to the particular Dark Eldar being exiled. Again, on the back of this, the exiles are painfully aware of the circumstances surrounding their banishment and as such have devoted their years to revenge against their persecutors and the Serrated Query. This is a common goal for both the exiles and Inquisitor Corvidae.