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The phrase 'twenty sons' has been used specifically, and they'd all been found - there were statues of all twenty erected in the palace - albeit two of them were later removed.

DarkSoldier wrote:
The thing about writing a mystery is that, whether or not you plan to reveal it, you (the writer) need to know the facts.

I would like to think that the Black Library writers have this in mind and have a consensus as to the (broad) details of the nature of the lost legions. Even if they don't plan to ever reveal the truth, the facts they choose to reveal will remain consistent (e.g. one book won't suddenly say that the legions were lost in the Eye of Terror or wiped out by the Eldar) unless it's presented as in-universe rumours or gossip.

I suspect they never really did have a plan for this mystery. Well, at least GW didn't when they first ran with the idea. Was nothing more than "Here's some blank spaces for players to project their own ideas onto." I'm not entirely convinced Black Library authors ever talk to each other to iron things out, let alone come up with a consensus solution to the mystery of the Missing Primarchs. Consistency is not their strong suit.

It's one of those things that probably should remain a mystery, as there really isn't going to be a good solution to the issue now that makes a whole bunch of sense.

I'm batting around the idea in my mind that the Missing Legions somehow turned on each other at some point before/during the Great Crusade. Perhaps Legion II did something so offensive to the Emperor's ideals (what that would be is hard to imagine, considering everything else he let slide) that Legion XI decided to wipe them out. Could have been under orders from the Emperor. could have just been the actions of an overzealous Legion. Maybe that success went to the head of the XI Primarch and he began to cover himself in glory, which should, rightfully, belong to the Emperor, so they too were wiped out. Perhaps the XI Primarch was Chaos' original choice to lead the Heresy and this was the early stirrings of temptations from the Chaos gods, but his fall was snuffed out early before he had a chance to fully fall into the clutches of the Ruinous Powers, hence the feelings of "untapped glories" that Chaos-tempted Horus feels for him.

It covers some of the ideas in the OP. They are "separate tragedies" in that they didn't happen simultaneously and they would have served as warnings of what was to come: disobeying the Emperor, marines fighting marines, early stirrings of Chaos temptations, etc...

Maybe it explains why the Emperor seemed to let so much questionable conduct by later Legions go on for so long (Word Bearers worship, World Eaters massacres and use of the Butchers Nails, Night Lords excesses, etc...). He was wary of overly censuring a Legion and causing another overzealous Legion to go wipe them out, the way that XI exterminated II.

Anyway, just a theory.

We should be more clear about it. The 'plan' for the 2 other legions was laid out in the RT era. They were not defined at all, and this gave players an opening to create their own chapters. It was a mechanic of the fluff.