While you can worship all 4 gods I think, chaos undivided is not necessarily worship of all 4 gods but simply a collection of war bands and such that have all united for a brief time. All it takes is one powerful champion to gather worshipers from various gods and say "Lets beat the shit out of the Imperium!" (Or some other group they feel like killing at that point)
"Do you see them, my Brothers? Do you see how they quake and tremble with fear? Soon, they shall know that all their fears are pale compared to the terror that will grip their vile souls when they hear the choir that is our bolters for we are veterans of over a thousand campaigns, do not come before an Angel of Death and his weaponry."
Inquisitor: Wait, What?!?! You mean I can finally stop pretending to be a pretentious asshole and carry out my.... "research" on Eldar and Tau females unmolested?!?! This wonderful news! Come Maria, my loyal unsanctioned psyker, we have much "research" to catch up on!
Maria: By the Emperor master, why do you always shout out heretical thoughts when your excited? Especially the part about me.
Inquisitor: .............QUICK, BACK TO THE SHIP!