Living in the Eye of Terror warps and stretches time incredibly. For most of the Traitor Legions, the Horus Heresy is still in recent memmory. From what I recall, it feels barely a few centuries ago for most Traitor Legionaries.
And regarding older Warhammer Fantasy books. The long running Gotrek and Felix series is pretty much the primary whfb series to dig into. And the Time of Legends books is also quite worth picking up. In particular the awesome Black Plague and Nagash series.
Practically everything by C.L. Werner, what he writes is pure gold in warhammer fantasy. His Skaven series with Thanquol, his Brunner series, his Witch Hunter series. The Red Duke. Steven saville's Von Carstein series. The ancient Drachenfels series with Genevive the vampire. Skarsnik by Guy Haley.