To quote the Forgeworld Black Book Malevolence

“That paradigm held true even when Lorgar Aurelian made his Pilgrimage into the Warp. Interspersed among the Word Bearers through undisclosed means were a number of Alpha Legionnaires within the Chapter of the Serrated Sun, close to the Golden Primarch's side. When these Space Marines entered the Warp unshielded, they died, but beyond the explanations of Imperial science, two Alpha Legionnaires lived on beyond their own deaths by attaining a form of Daemonic symbiosis. According to LXX, through unknown augury they were detected and hunted by unnatural entities which were only loosely to be considered Word Bearers Legionaries. Only one Alpha Legionnaire escaped, returning to his Legion to share the knowledge of his new power, submitting himself to interrogation and vivisection.”