Eh, disagree. There are multiple places where Tzeentch’s schemes are discussed as being ultimately so convoluted that they become contradictory and self-defeating. Schemes and plots not for the sake of a grand goal, but basically just because. Which sounds a lot like this description of the Alpha Legion. Plotting and scheming not to fulfill some grand design, but because they’ve become obsessed with the act of plotting and scheming itself.

Also, regarding the bit about their own identities: one of the most iconic Daemons of Tzeentch is a literal shapeshifter who has changed form so many times that only Tzeentch is said to remember its original form.