You have a great base to expand upon. Lord Discordants are good, if you enjoy using them consider getting 1 or 2 more and running them together in a soulforged detachment. If you want to take a demon engine theme along with the discordants, consider delifers/maulerfiends.
If you want some ranged firepower and don't mind the expensive forgeworld models, all their dreadnoughts are pretty good to use. Alternatively you could use obliterators or terminators.
If you want to add demons in, there's a few ways to play.
Big blobs of Bloodletters if you like khorne.
Plaguebearers with poxbringer and spoilpox and maybe some nurglings if you like nurgle.
Tzeentch makes really good demon princes which you can bring 2 plus Ahriman in TS
My son is deadset on a Bloodthirster at some point, so some bloodletters don't seem like a bad idea. The Hellbrute and delifers seem useful and have nifty models.
If I run red corsairs is there any problem with using mixed god armies, ie Tzeentch sorcerer, Khorne chaos lord, etc?