First off, I'd drop the Seeker Chariot for 2 more Daemonettes in both of those squads.
Heralds! Get them Greater Rewards rather than Lesser Rewards, so that when they swap for Greater Etherblades they get that +1S over mere Etherblades. A6 I7 WS7 S5 AP2 attacks (rerolling to hit with Beguilement, if you follow my next tip) will ruin practically anybody's day! As far as Locuses go, Beguilement all the way. Not only do you get the challenge benefits, but rerolling to hit on a whole swarm of Daemonettes will shred just about any unit that they can injure, rather than just lay the hurt on them. We're talking several more rends and several more other wounds on any given target, on the assault--wipe them out! Swiftness can on rare occasions be useful (against a DP or Dark Eldar, or something), but you have Fiends there too to help handle anyone whose Initiative is prohibitively high.
Speaking of Fiends, I would rather have 2 units of 3 of them than a unit of 5, if you can find the points for one more. Their benefits of Initiative-crippling is the main reason to take them, so if you can get twice the bang for your buck from them, soaking up Overwatch and dropping units in cover so that your 'Nettes and Seekers strike at the same time as them when assaulting... that's when you're getting the most out of them.
You have a crapload of Rending, which is awesome, but not as much anti-tank as I would like. Have you considered adding Be'lakor, from the dataslate GW released? He's an Undivided DP, so he technically wouldn't be breaking the mono-god theme, he has every single Telepathy power, which complements the Slaaneshi proficiency in that area nicely (yay for a definite Invisibility to hide one of your Daemonette blocks!), and has some solid Armorbane S7 attacks, too. Of course, how you fit him in in an HQ slot is the question... you could drop your Slaaneshi DP and scrape up some points to add Be'lakor and 10 cultists as an allied CSM detachment? Or even drop the DP and the KoS, freeing up points to play with elsewhere?
So what I might suggest, after playing with the points a bit myself:
350 - Be'lakor
160 - HoS w/ ML2, Beguilement, Steed, Greater Reward (Warlord, trying for Lord of Unreality trait) (joins Seekers; prime target for Invisibility from Be'lakor or any of the Heralds that have the power)
160 - HoS w/ ML2, Beguilement, Steed, Greater Reward (joins smaller Daemonette squad)
155 - HoS w/ ML2, Beguilement, Exalted Reward (swap for Grimoire) (joins larger Daemonette squad)
153 - 17 Daemonettes
144 - 16 Daemonettes
105 - 3 Fiends
105 - 3 Fiends
168 - 14 Seekers
That said, a flying Slaaneshi DP can offer some solid AA with a Lash of Despair--especially if you roll up Iron Arm on Biomancy (50% chance that 3 rolls gives you), for S9 lash attacks! Great for taking down flyers, but if you aren't facing AV12 flyers, then you can safely go Telepathy for Psychic Shriek, so that you can lash/Shriek units into submission. If you want, you could maybe just drop the KoS in order to make some of those other changes I suggested--the Slaaneshi DP would shunt over to the HQ slot that opened up, but that's all right.
What sphinx of plascrete and adamantium bashed open their skulls and ate up their brains and imagination? Imperator! Imperator!