RWBY - Stop! Stop making me look!

Technically, wouldn't Remnant be independent? It shows no signs of interaction with the Imperium, so it's possible the world was abandoned a long time ago, and the Great Crusades never found it. And there is the distinct possibility that the entire population are low-level psykers, and 'Aura' is their term for their limited psyker abilities. Semblances could be signs of a unique mutation and psyker development, likely brought on by the mysterious materials on the planet called 'Dust'.

I also am willing to believe that the Grimm may be a variant of daemon, potentially of Malal (or Malice, as GW calls him now), based on their desire to kill everything without any sign of control or order, fitting for the Dark God embodying anarchy.

And, not to mention, the magic powers that the Maidens possess are a dead giveaway of Tzeentch's interference. C'mon. Always jumping from host to host, changing and growing? The Silver Eyes may also be of a similar aspect. The Silver Eyes were said to be a sign of hope. Pretty Tzeentchian to me.

So, this is a Lost World which is under the machinations of Tzeentch, with Malal interfering.

Seems like a typical 40K setting to me.