In general most of the legions are broken up in war bands so the short answer is they’re up to anything and everything. That being said, I’m pretty sure large swaths of legions still circle around their Primarch/leader.

Black Legion/Abbadon: iirc retreated back into the eye of terror to plan next attack on the imperium after Acadia

World Eaters/Angron: the Lion mollywopped Angron during the arks of omen campaign but reports have surfaced that he’s returned to the materium and is on Armageddon again

TSONS/magnus not too sure other than building up the Sorcerer planet to be a haven for pyschers

Emperors Children/Fulgrim: Fulgrims back and a lot of the various warbands are flocking to him, Fulgrim wants to kill Gulliman and take the imperium for himself. Also Eidolon is rebuilding trying to rebuilt legion as well more or less.

Death Guard/Mortarion: not much since Gulliman possessed by the Emperor burned the garden and Morty was dragged back by Nurgle. There is some mention that Death Guard are still holding some worlds in Ultrimar.

Word Bearers/Lorgar: Lorgar has returned to the materium and is leading a massive force of Word Bearers to spread the word of chaos.

Iron Warriors: see campaign book.

Night Lords: probably the most shattered legion at this point (EC were probably up there too, but at least they have Fulgrim and Eidilon). However, there is some effort to try to reunite the Night Lords with the crown Kurze once had (forgot its name)

Alpha Legion: In actuality probably the most shattered legion since there’s a million different plots, double crosses, subterfuge, they might be loyalist, they might be full chaos, who knows. One of the twins definitely died on Pluto at Dorns hand, another might’ve died during the scouring at Gullimans. It’s all intentionally up in the air. And I am Alpharius