Its just fanwank with no support in the lore - and not even good fanwank. As you said yourself, Malal does not exist in 40k - and he's never existed. And no, that's not a joke in the vein of 'I've never seen a stealth aircraft' either.
Source: wiktionary
Fan-producers seem to have integrated 'fanwank' into the new series, but not in a way that reproduces the show's 1980s history, or alienates non-fans.
Source: wiktionary
What they favor is good old fanwank: continuity references, old monsters, and overcomplicated explanations of trivial plot details. If these are perceived as the voice of fandom, then catering to the fans means producing texts that the general audience would find at best boring, at worst impossible to watch.
Source: wiktionary
These episodes are full of subtle fanwank and the Doctor loves every minute of them, as evidenced by his beaming face and near squeals of glee when K-9 appears for the first time on Doctor Who since 1983.
Source: wiktionary
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