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So, the Mark of Tzeentch has an issue; it's virtually useless for anyone who doesn't have an invulnerable save already.

The Daemon of Tzeentch rule also has issues; it's pretty weak for most units, but suddenly becomes horrifically strong when combined with anything which gives a 2+ invulnerable save.

I suggest that both rules be changed to the following;

A unit with this rule gets +1 to any invulnerable save it has, to a maximum of 3+. A unit without an invulnerable save gets a 5+ invulnerable save instead.

I think there should also be something to make using psychic powers a bit easier but possibly also more dangerous. The current DoT rule which gives a bonus to Ld makes the Daemons less vulnerable to Perils of the Warp, which seems like exactly the opposite of what I would expect from Tzeentch. However, I've got no good ideas for that. Any suggestions?

MoT worked the way you say in the last CSM codex. It was not perfect but better than now.

Increasing the native save to 5++ works well, although it does beggar the question of why it's not so great if you have one from something else.

As for Perils protection, the answer is simple: Allow anyone with the Mark of Tzeentch to make an Invulnerable Save against rolling on the Perils table.