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Are there any named characters who have been following Him since the days of Terra's Unification Wars?

Presumably, all of them would be long dead by now. Even the Primarchs are relatively late creations of the Emperor, though if there are any living characters who predate them (at least within the Imperium and its Chaos offshoots; Eldar and Necrons don't count), I'm curious about them too.

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It's probably going to be one of the Perpetuals - Malcador, Ollanius Persson, Erda or Alivia Sureka.

In fact noon confirmed to survive. Oldest companion is Persson. He was with Him from pre Christ era. And he was first Warmaster. It's not confirmed that Sureka lice or dead but in the end of heresy and before scoring she was alive. Next must Valdor, but we don't know if he alive. And maybe some other unnamed custodes. Like one from down of fire Iron kingdom who said he participate in unification(killed in same book). So technically we know only primarchs who see Him not on throne.

All of the Emperor's Perpetual companions or followers are dead.

Ollanius died on the Vengeful Spirit, Alivia Sureka was used as a sacrifice to bring Malcador back after a gambit to turn Magnus the Red Loyalist failed, Erda was killed by Erebus and Malcador died at the Siege of Terra.

The Siege novels served to kill a bunch of characters people liked (Camba Diaz) and all the nonsense Dan Abnett ham fisted into the Heresy to connect it with the Eisenhorn/Ravenor/Bequin books (Enuncia *puke*).

You could argue Belisarius Cawl via Ezekiel Sedayne, but it's a weak link.