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Just... what the heck are those things? From my initial research they seem like Tim Burton's worst nightmare made too real. Does anyone have a good description of them?

These are basically the Halo Stars, it's the ring of stars at our galactic rim that makes up the edge. They're apparently beyond the range of the astronomicon and so are hard/dangerous to explore. For more information - http://warhammer40k.wikia.com/wiki/Halo_Stars (not much more information though xD)

The ghoul stars are a particular section of the Halo Zone which are filled with lots of gribbly things such as the Flayed One planet, the Cythor Fiends and other horrific xenos races. More information - http://warhammer40k.wikia.com/wiki/Ghoul_Stars (quite a lot this time).

Ghoul Zone is basically just Halo Stars with extra nastiness.

These are the places where Carcharodons go when they want to relax.

 Shidank wrote:
These are the places where Carcharodons go when they want to relax.

xD
Get an exalt.

I can totally see the Carcharodons, Kharn, Angron, and the Death Company going there for a party.
Maybe that's why so many Imperial explorers never returned.

"Lo, my son, here is the truth about THE SATURDAYS OF DREAD[i]"
Insert cheesy drumroll.
"On Saturday night, as Cegorach, Tzeench, Creed and the Emperor play poker/chess/just as planned/thatweirdgamethatmakespocketdimensionsexplode, as Marbo and Chuck Norris go to rampage through the Eye of Terror, the great 4 go to have some fun in the Ghoul Stars. Carcharodons, Kharn, Angron, and the Death Company. All of these names are uttered with fear in the Ghoul Stars, and the Imperial Scum can do naught but flee. For every Saturday night, the great 4 forget the rules and fluff, and spent a night of pure murder devastating the ghoul stars..."

"Oh grandpa, that was scaaaaary..."