@Lorgar yeah Nyarlathotep is a corruptor, so he would be Slaanesh.
Nyarlathotep could also fuck with the Thousand Sons because he uses a lot of Egyptian motifs in his "Black Pharaoh" incarnation.
@Tfmonkey funny thing about 40K lore: the Emperor once fought great xenos who where the equivalent of the Great Old Ones.
https://www.youtube.com/watch?v=EKCCOx3GyVg
@Tfmonkey Then Slaanesh would be Nyarlathotep.
I played a tabletop game once where we played Great Old Ones and we fought each other for world domination. It was great. And the figurines were beautiful.