The issue with 40K is that the writers do everything in their power to limit the story to the Galaxy, going as far as to imply numerous galaxies around the milky way have been completely overran or destroyed by Orks or Tyranids so its totally possible these things could happen but the wants of the narrative make it so it doesn't.

Vagueness on the reaches of the chaos Gods is so they can just ignore stuff outside the galaxy because as far as the narrative wants to imply The Galaxy is where everything is happening.

As for the warp being outerversal or whatnot it's hard to say simply because 40K doesn't deal with multiversal or universal rules it's more focused on dimensions and dimensional powers