First Piece:
- for slave girls and the like i redirect you to this topic:
http://www.dakkadakka.com/dakkaforum/posts/list/511053.page or this one:
http://forum.emperorschildren.net/viewtopic.php?t=3033&postdays=0&postorder=asc&start=0 - There are some hooklike claws in the chaos possessed box. But you could also just use stronger wire and bent it. Drill holes into the flesh(for example a plasticard cutout with greenstuff on top) and use those bent wires to glue it. Maybe you could try to roll out a big area of greenstuff on top of vaseline on a flat survace and wait until the greenstuff is already hardened but sill somewhat flexible and bent it over your throne.
Second piece.
Sculpting hands can be tricky if you dont know how. But this might help:
http://xenite.wordpress.com/modeling-painting-and-hobby-articles/sculpting-hands-with-greenstuff/ The problem with most hands are that they aren't in a good pose to use as groping hands. Maybe the zombie hands. They are slightly larger than most human scale hands but would probably work very well as demonic hands. Just bent the hands and fingers gently around the demonettes boob. (They only have one nowadays)
This is an exampe pieces and most bits shops will probably sell zombie arms or something similar.

If you decide to sculpt them i advise you to use
GS and not milliput.
GS is better for organic sculpts due to its stickyness and flexibility. That way it is easier to get round curves on the fingers.
General:
Chains can be sculpted onto flat surfaces like here:
http://www.underthecouch.net/tutorials/sculpting-chain/ But actual chains also work fine and you have the ability to let them hang free and not be onto a surface. Just cover them in superglue and they should be able to keep their pose once cured. For shacles you could try to either sculpt them or use plasticard pipes or rods with a drilled hole in it.
As for other pieces Slaanesh is often connected with tentacles. So tentacle forests or pits might be an option. But mystical temples would probably also work. You could add some statues to them from barechested male and female models (for female just look into the slave girl link i added.) to make the more slaaneshi.