Both of them are from the prepainted D&D line, the first one is a dire wolf and teh second is a vampire dire wolf that I removed the spines from. As far as legality goes it's hard to say as GW doesn't make thunderwolf cav so IMO it's kinda of hard to enforce the model standard when they don't have a base model to work from. If you use the marine and add bits to the wolf itself it should be ok unless the judge/opponent is being a complete ass and then it's probably an event you want to skip anyways.
I'm not a huge fan of the thing from the woods the sculpt looks really terrible IMO.
I found this on coolminiornot, and he just relisted some for sale on ebay last night for $12 each, so I ordered a pair. Not sure how many he has in stock but last time he sold almost 200 of them.
Run a search for "space thunder wolf " and it should pop up.
If you want a really armored up looking beasty therre's this from hell dorado which I'd love to get but can't find anywhere, stupid french games and lack of US distributors.
If you can find him it'd be far better than the beast from the woods. Reminds me of the wolf-lions from brotherhood of the wolf.
(hell dorado Mouth of the Abyss)