In the DOW2 game, there is a quote of something to the effect of 'souls in the warp are currency' (during one of the parts with Eliphas if i remember correctly). This got me to thinking, What happened to the souls of the slain Primarchs? Is the soul of Ferrus Manus floating around in the warp somewhere, for instance?
Well, as you remember, the soul of Horus was completely and utterly obliterated by the Emperor of Mankind. However, when the Emperor "died" He was still concious in spirit, not body. Think of the Warp of a separate Universe with two (or more) sides. One side (the smaller one, by alot) being protected by the Emperor of Mankind. So in here there would be the Souls of Vulkan, Corax, Ferrus Manus and such. Sanguinius would not be in there because of "family" issues.
In the chaos side, there are the four planes of the Primordial Annihilator (title taken from Legion) basically, the chaos gods. Each god has their own domain, so basically their own planet.
In between these "areas" is (i believe, im not sure) the location of the Eldar Webway.