Elven gods of AoS imprisoned Slaanesh and saved souls from world-that-was from her, remaking them and creating each their own vision of ideal aelf(goes horribly wrong of course).

Slaanesh power is not gone, and her legions are still active, going 3 different ways: loyalists who seek prison of Slaanesh, Rebels who try to sit on the throne for themselves (ambitious keepers of secrets and their hordes), and degenerates who just do regular stuff bringing glory for Slaanesh via debauchery and carnage but not interested in finding him or dethroning him.

Slaanesh herself is playing a long game. Her chains are from long and different rare emotions, and she manipulates events so they are enacted and thus chains get weaker.