As far as I've seen, only Vates made it a regular habit of speaking directly to humans. Agri might have to Neel, but that's only according to the wiki page.
As far as Screamer and Haktoo and all the other current daimons, I believe that only Haktoo ever actually "speaks" to humans. And by that I mean she actually makes sounds that can be heard in the normal range of human hearing, that do not cause damage, and that can be deciphered into something that resembles human language.
It's important to pay attention to the initial RP engaging your character. Does it say "the daimon/Haktoo approaches you and says..." or does it say "a Zuma approaches you and says..."
Poll