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To answer your actual question, rather than discuss what a future storyline might mean to my personal enjoyment...
If you care about the Eldar storyline, reading Death Masque seems pertinent - it's basically the explanation of how Ynnead came to exist in the 41st millenium without EVERY Aeldari dying first, through Eldrad's chicanery, and why Slanesh isn't chopped liver as a result of Ynnead's birth.
Otherwise, the story really seems to pick up right at The Gathering Storm - it's another Black Crusade (the 13th, for the first time, for the last time!) and all of Abaddon's plans are finally coming to fruition (he totally meant to be stabbed through the spine by a Greater Daemon of the Emperor, you guys, seriously).
I suppose you could look into the Wrath of Magnus, but that still seems to be a mostly separate storyline (though I've no doubt it will eventually converge with the Storm storyline - it at least hints of this being All According to Plan as a feint).
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