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You'd be looking for both Codex: Chaos Daemons and Daemons of Chaos Army Book. Sure the latter is for fantasy, but both reveal different pieces about the nature of the four gods.
Aside from that, Slaves to Darkness and Lost and the Damned are pretty much the most awesome resources...assuming you want to shell out close to $1000 to find both of them in good condition. A copy of the collected Liber Chaotica would be much less pricey and also include boatloads of win.