The only thing not worth using as the mini that it represents is the Changeling. He's aaaaaaaaawwwwwweeeeeeffffffuuuuuuuuuuuuul. He might get useful again next Daemons codex, but as it stands--just field him as a Herald of Tzeentch with Grimoire, or something.
Fateweaver is great. I never want to run a list without him, basically. Always your Warlord for his great trait; always able to reroll one D6 once per player turn; always able to fly and avoid most shooting; almost always able to hit multiple units with his Bolt of Change and other psychic powers (to say nothing of throwing around Prescience or Psychic Shriek reliably)... He is worth his points for the first two things there alone.
And if you take Fatey, you should also take a Exalted Reward you swap for a Grimoire (like I mentioned on that Herald above), because always being able to reroll a crappy Grimoire is golden.
The Burning Chariot is usually fragile as all hell, but after you throw that Grimoire on it--that's when it gets almost invulnerable. A 3++ invuln rerolling 1s? As long as you avoid a 2, you're pretty much good! Then throw out all sorts of painful shooting that can be modified to exactly whichever type of opponent you're up against... just make sure it doesn't get assaulted, because it has to get pretty close to the enemy.
Horrors... I generally field them in 11-horror blocks. That makes for a nice, cheap 2 warp charge power bank for your big casters. Always roll on Daemonology with your Horrors, since you're gonna get that Primaris, your Tzeentch Primaris, and a random Daemonology power (hopefully Cursed Earth) to boot. These squads are especially nice behind an ADL, if you can field one, since that makes them have a 2+ cover save... rerollable. And blessings (like Cursed Earth, or Prescience from the Herald in the squad) can still be cast unhampered by a unit that's gone to ground.
Flamers are... decent, but not spectacular, I think. Get some if you want, but you're fine for not having any.
I would be tempted to run that Daemon Prince as Be'lakor, the unmarked special character that is available through online purchase (rules and mini--the rules dataslate is shockingly inexpensive, and can go with CSM or Daemons). Be'lakor can cast a Shrouding bubble that lets your Tzeentch daemons like Fateweaver and Screamers Jink for a 2+ cover save (rerollable thanks to Daemon of Tzeentch!). The only real conflict there, though, is that Fateweaver, a Grimoire-Herald, and Be'lakor are each an HQ choice--so you'll need to run two Combined Arms detachments, or run Be'lakor as an allied CSM HQ, or something.
Nothing wrong with running the DP as a Tzeentchi DP, just... a Lord of Change is a lot better in a lot of ways, statwise. The DP has the advantage of being able to buy himself 3+ armor and take powers from Telepathy & Biomancy, I guess. He can also take the Grimoire (of which you can only have one in your army, unfortunately) as a Heavy Support choice, thus allowing Fatey, Be'la, and a Grimoire all in one force org chart... albeit they're all models that cost a loooot points and have T5 and not too many wounds. Still, if you get Cursed Earth on that Prince... what a trio of psyker-FMCs, eh?
What sphinx of plascrete and adamantium bashed open their skulls and ate up their brains and imagination? Imperator! Imperator!