Iron_Captain wrote:
HH3: Extermination talks a lot about [REDACTED] when it discusses the names and origins of the Alpha Legion. It explains that [REDACTED] was an experiment recruited from "potentially tainted sources". The experiment was a disaster and never passed its Alpha tests, after which it was ruthlessly destroyed by the Emperor. It also says that this [REDACTED] experiment long had been the subject of dark rumour, indicating that at least the existence of [REDACTED] must have been common knowledge at the time. [REDACTED] almost certainly refers to one of the two missing Legions.
The other missing Legion must have participated in the Great Crusade for some time, but it was already purged before the start of the Heresy. It is heavily implied the Space Wolves are responsible for this.

As to what happened to that Legion? No idea. Simply too little information to go on. I don't think it turned to Chaos (as the other Primarchs are not shown to be aware of Chaos before the Heresy). It must have committed an incredibly grave sin, one worse than the sins of the Night Lords or World Eaters during the Great Crusade, a sin even worse than the treason of Horus. After all, even the Sons of Horus and Word Bearers were not purged from Imperial records in the same way these missing Legions were.

 Iron_Captain wrote:

As to what happened to that Legion? No idea. Simply too little information to go on. I don't think it turned to Chaos (as the other Primarchs are not shown to be aware of Chaos before the Heresy). It must have committed an incredibly grave sin, one worse than the sins of the Night Lords or World Eaters during the Great Crusade, a sin even worse than the treason of Horus. After all, even the Sons of Horus and Word Bearers were not purged from Imperial records in the same way these missing Legions were.