If you read the "Rending" rule in the rulebook, it says something along the lines of "if a model with the Rending special rule or a melee weapon with Rending makes close combat attacks... similarly, if they make a shooting attack with a ranged weapon with the Rending special rule..."
So yeah, Daemon of Slaanesh giving Rending to the model only affects that model's close combat attacks. I checked for 7e, and it was the same as 6e.
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