Prince of Ecstasy

To expand on your story, I'd come up with reasons why he decided to dedicate himself to Slaanesh. Maybe he struck a pact with him for some kind of aid or was forced to deal with him for some reason. From what I see, the Steel Bretheren could very well be a splinter group from the Iron Warriors. Perhaps Lord Redaxe (a Khornite name IMO) linked up with another warband of Emperor's Children and joined forces?

Looks like a neat scheme; I've never seen silver/gunmetal used as a primary color for a Slaanesh army. (In 40k at least) I think the purple looks black because of the lighting. Maybe if you had a lamp above/near the mini, you could see it better. In the third photo, you can see the purple a bit clearer than the others. I suggest experimenting with a lighter purple or adding highlights to the trim. As of now it looks darker than the scheme on the CSM painter, but I don't know what shade you're going for. I like the red, except it looks a little bright on the chest compared to the other areas. A dark red, like on the backpack might look better. All in all, it's a nice start and I look forward to your progress! Now I just have to get some pics of my scheme this week.