Well, In Tarot Death is Change.Tzeentch is actually 'change',
There was an option of not going for any gods at all. Leaving WoDG as deamon worshippers with hundreds of unnamed lesser and bigger powers based on strong human emotions (desires and fears). 7 Sins and 4 Horsemen together and much more. Such approach would allow to keep the Four as part of powers behind the Veil... and it would be more chaotic. Instead of Chosen introduce warriors that willfully accepted deamonic parasites into their minds and bodies. And go from there. But it would be probably too heavy metal.