I'd say to ditch the daemonettes. Their frailty means to get 10-15 strong units with gaze for effectiveness.
The heralds of slaanesh, not in chariots are useless. I find any herald not mounted save for maybe foot-skulltaker in a bloodcrushers unit, is worthless as they're essentially beefed up, detachable sergeants.
2 fiends of slaanesh will never do anything. 4 might pass in a 1500 game if they're lucky. I'd say to try a list that I saw perform very well.
Lord of change-WaL, MoS, Breath-330
Flamers x3-105 (using your new horrors as flamers would be ideal)
horrors x5-bolt, changeling-100
1500 on the dot. (this actually isn't the intended list. The original was 2000 and had an extra PB and Horror squad, and a kitted up CC daemon prince of tzeentch)
The idea of this is a gun line/counter assault list. The horrors, grinders, and LoC land and start hurrling high strength AP 1 and 2 everywhere, effectivley de-meching half the enemy army before retaliation even comes (unless it's a horde army, in which case warpfire comes into play). If the wrong wave comes in, the flamers, thirster, other horrors, and PBs, land and secure objectives, while at the same time landing as close as possible to breath and set up assaults (unless it's a CC based army, in which you let the 2nd shooty wave land back some and shoot, then assault what survives with 2 grinders and 2 greater daemons).