One has to keep in mind the production company behind this series. They almost entirely do small-scale horror. The Ring, It, Blair Witch, etc.
One would assume that this is not going to be a colossal war story involving anything like Tyranids. I'm guessing Inquisition, which is a popular setting within 40k anyway. Lots of material to draw from, too. Eisenhorn, Ravenor, Cain, Darktide, Dark Heresy...