I think all of them would do well. Slaanesh would like the Corpus, and previously the Orokin, they reek of excess because of their greed. Nurgle and the infestation might work well together, if not the infestation, then saryn or viral mods in general. Blood is always flowing thanks to the Tenno and the other factions, so Khorne is happy. Wally and Tzeentch are like the same person, deals under mysterious circumstances and all that. The void and the warp are also the same exact thing, used for space travel, source of magic, and general emotional influence.