Sooo, after being sent on a wiki walk I read more about the AoS...
Is this supposed to represent a major divide of WF and 40k?
As in, for instance, now suddenly officially horned rat is a legit part of chaos? slannesh is nonplayer?
AoS is, much like Fantasy before it, technically completely separate from 40k apart from some little nods to the two versions of Chaos, such as Kaldor Draigo showing up during the End Times.
The Horned Rat does not exist in 40k, and Slaanesh is still very active, though is the weakest of the big four in 40k.
I came to the conclusion that the way the gods make the most sense at the moment is if they aren't actually bound to any given reality, but they can't just freely wander between them either. There's a lot of 40k stuff that references other dimensions and realities beyond limit that the Warp can reach, like the shadow dimension, the places visited by the Avatar of Khorne, and things referenced in some Tzeentch fluff. They exist, and always have existed in the Warp as a result of their paradoxical nature and disconnection from time, but they cannot interact with a reality until something provides a gateway for them, generally in the form of a great welling of emotions and forces related to their specific domain. So the Eldar didn't fuck Slaanesh into existence, merely fucked a door into the 40k setting for him.
Another option would be that the gods were born in 40k, then came to the Old World of Fantasy, destroyed it and moved on to the Realms of AoS. This would still leave the question of where the hell the Old World and the Realms are though and how the gods reached them.
We do not talk about AoS.
I do, it has some interesting stuff and shows potential to be a pretty good setting in the 'clashes of might heroes and gods' kinds of ways like the Horus Heresy does with Primarchs running around leading armies of superhumans. That and it's actually rather popular at my local club, especially since GW released a points system for it.