That sword is the Blade of Antwyr. According to the lore, it's a very evil and daemonic weapon. When the Grey Knights came across it on one of their missions, they could not destroy it. However, they dared not jettison it into space, as its evil aura would draw someone of evil intentions. Not even in the Grey Knight fortress on Titan, for fear it would corrupt the vault guardians. So they left it in the guardianship of Castellan Crowe, Brotherhood Champion of the Purifiers -- The most uncorruptible of the GKs.
Take note he doesn't use the Daemonblade's power, only as a sharp pointy stick.