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Is the only way to run Cypher in 9th with Imperium to use a vanguard detachment, with 3 units of Fallen and Cypher? And all their rules are annoyingly in the Chaos Marines codex?

Fallen rules were reprinted in WD 464, almost word for word from Vigilus Ablaze, and the Datasheets are still in the 8th ed. CSM book, because they never bothered to put them into Vigilus OR WD 464.

Here's the Goons response to WD 464:

https://www.goonhammer.com/im-not-mad-just-disappointed-fallen-in-wd464-reviewed/

Now what I will say that the Goons don't: there are some really cool conversions in WD 464... But they're all conversions that can't actually be fielded because they have no rules- things like Fallen Dreads, Fallen Terminators, etc.

Last but not least, I know the DA supplement has rules representing the Fallen in the Crusade section, but I don't own the book, so I can't say what they are. I don't know if it allows a unit in an army opposing DA to be keyworded as Fallen and hunted as an Agenda- that might be a way to tag a unit that isn't in the WD/ VA specialist detachment as Fallen, but RAW, the keyword would disappear as soon as the enemy isn't DA. I also don't know if it confers any bonuses or mechanics to the tagged model.

The Fallen are as disappointing as they've ever been. There is a new CSM coming soonish, so you might see something made of them, but I wouldn't hold your breath, especially with the announcement of the new anti-subfaction soup rules and the knowledge that Fallen will likely continue to be elites.