Or maybe in the HDM world, all baby clothes come with a little pocket or pouch where the daemons sit in for easy transport

Aww, that's cute! I can picture them advertises baby clothes with extra comfy pockets for daemons.

I wonder if maybe the daemon takes on a baby version of the mother or father's daemon, since that's the first animal it sees? Maybe it doesn't really start shifting until the baby starts to become self aware.