These fiends “personify death resulting from violent insanity,” according to the Bestiary 2. That said, their main role, as their entry goes on to note, is serve as infantry for the daemonic armies. If you do want to play up their ontological roots in combat, though, the key is in their special abilities—with fear and feeblemind effects driving their victims mentally mad; summoned swarm, insect plague, and creeping doom spell-like abilities adding physical torment to the mix; and then the derghodaemon itself rising out of a cloud of biting insects to strike.
The Horseman of Pestilence gloats as animals across the land turn rabid and deadly. He shows this pleasure by allowing derghodaemons to manifest from the corpses of the largest dead animals. Any travelers not set upon by rabid wolf packs and boar sounders must face a chittering infestation of derghodaemons instead.
An aged harpy is struck deaf. Cut off from the calls of her sisters, she goes mad, summoning a derghodaemon to express her anguish. Immune to the derghodaemon’s feeblemind aura, she feeds on the vacant-minded victims in its wake.
When Irsa, Goddess of Strife, threw a golden apple into the mortal world, the trail of arguments, betrayal, and jealousies it caused was not enough for her mad twin brother. Pietros sent a cloud of wasps after the apple. Growing fat on the divine juice of the golden fruit, they coalesce into a wasp-headed derghodaemon that kills every other being who touches the apple.
—Pathfinder Bestiary 2 66