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Possibly a bit of bias in these, as I've made minis of some of them...

But I'd go for some Chaos-worshipping Xenos like the Saruthi or the Rak'Gol. We can have some real odd stuff out there that has easy cross pollination with other lines. Really amp up the non-anthropomorphic ones, like a race of molluscs or cephalopods. What would they pile high in the name of Khorne?
Chaos should be insidious and all-reaching, yet we only see CSMs represented and none of the untold billions of the Lost and the Damned from all species across the galaxy.

Speaking of cross-pollination: Enslavers. All they need for their "faction" is a single datasheet, which allows you to take them as a HQ for any army that they have enslaved (just like how they worked in the 3rd ed Creature Feature).

But seriously, more xenos. The Tau allies have been mentioned, but what about loads of mini empires that were kept in check prior to the rift opening up? You're not telling me the Bargeshi haven't made a move during all this fustercluck whilst the SM chapters responsible for keeping them contained are distracted and/or ravaged by the single greatest catastrophe the galaxy has seen in ten millennia?

 H.B.M.C. wrote:

 ChiliPowderKeg wrote:
Pan Fo

That's a deep dive.

One day, they will be reviled(sic).

Anyone remember THE POLICE as well?

FezzikDaBullgryn wrote:
There are still 2 unknown primarchs out there, so I guess their legions. I'd also make them women.

No. All 20 primarchs were found and all 20 participated in the Great Crusade. That has been well established for over 2 decades at least.