There's plenty of reason to think they might be the same, now at least if not before. Khaine as Khorne is obvious, plenty of people believe in that. Both Isha and Cegorach act much like their Chaos God counterparts as well. Beyond the naming symmetry, Cegorach is absolutely "just as planned" in action and Isha comforts the dying. Sound familiar? They've totally at least ended up fusing natures with the Chaos Gods in the wake of Slannesh, which is probably why they're the only survivors. The other stories about them surviving by being broken, hiding in the webway, and stolen by Nurgle respectively are just what the Eldar tell themselves.
The problem lies in the fact they're not exactly acting the same. Isha comforts the dying by healing them and generally being nice godness that actually cares instead of, you know, fat creepy bastard that enjoys you dying in most horrible ways imaginable for the sake of it, Khaine is indeed the angry one, but you could compare him to berserk as he's actually pretty... sane when he's not fighting, while Khorne is mostly BURN! MAIM! KILL! to the point that he's not exactly giving a shit about honour and mercy anymore. Cegorach is a massive dick but he's more of a trickster who ultimately wants the good of the Eldar than decieving faggot the Tzzentch is. They're basically the better versions of Chaos Gods if anything, which could possibly mean:
A) The good emotions were actually supposed to go to them, so they're the better counterparts of Chaos Gods.
B) They're Eldar exclusive gods, which kinds of explains why none of the other Chaos Gods except Slannesh appear to give a single shit about Eldar.
C) There was a hint in older fluff that Khaela Mensha Khaine was actuall an independent "shard" of Khorne, so they might be just that, independent versions of the ultimately the same entites. Which doesn't mean they're the same (which is kind of out of question anyway, as they manifested at the same time (you could say they were just Chaos Gods disguised as Eldar Gods but... Khorne and disguises? Yeah, no) as Chaos Gods) and Eldar just pretend to think they're something different.
There's also the whole Ynnead deal as he's kind of complete inversion of Slannesh, so least to say it's complicated.
Malal isn't "lel randumb" at all, he represents both the self-destructive tendency of Chaos and the principle of justice. "The moral arc of the universe is long" and all that, that's Malal incarnate. Of course, being 40k that justice takes an...unorthodox form. That's why he totally fits with the Alpha Legion. They may not know it themselves, but the actions they take strengthen Malal if they really are doing the vast majority of things they might be doing, including the idea that they seek an eternal stalemate between humanity and chaos.
Malal is basically "lel randumb" in the sense he's unpredictable. He's the God of anarchy and contradictions, paradoxes, to the point that he doesn't even exist and yet exists in the same time. Malal is basically the Old Man Henderson. The Alpha Legion does strengthen Malal, as doing anything strengthens some Chaos God, but they aren't followers of him in any way. Hard to explain, but... well, they're not Sons of Malice (which, in turn, might be the XI Legion but that's completly different story).