Astartes have gone to another galaxy? When?
One bit was when the Black Templars chased Vandire's goons into another galaxy with Grand Marshal Sigenandus. Another was a Space Wolf expedition that never returned.
It was never explained how the Templars did it, as the Astronomican limits Imperial Warp travel.
There was an interesting in-universe question once about whether other galaxies even had the Warp - i.e. was the 'sea of souls' something created solely as a reflection of life in the galaxy, was it a pre-existing independent thing in itself, did it exist in other galaxies but have different gods or no gods because Khorne was a local to this galaxy thing, etc
Very old lore* I read stated that the Warp was much bigger. I recall vividly the sentence, "Universes are bubbles floating on the dark ocean of the warp" and that the 4 gods ruled over it. Thst implies the Chaos gods are not only universal to all galaxies, but to whole universes in the plural.
This explained how the gods could be in 40k and fantasy.
The only 2 things that GW did that mentioned it recently are:
- The Chaos ritual that blackened the Sun and brought Horus's fleet to its orbit, which involved stopping time in the entire universe and making the solar system its center for a moment.
-The theory of the Cabal, because Abnett is dumdum, that killing humans off would "starve Chaos". Which would retcon the old GK novels that stated Chaos can't be starved or loose power once it gained it, and more importantly ignores the whole Slaanesh affair that would be kinda hard to ignore or retcon.
So I just consider the cabal to be a group of Abnett minded retards who were making shit up, with Eldrad trolling them as he poses as their tard wrangler.
* Eye of Terror novel, 2nd or 3rd edition era.
It also had another interesting topic, namely that Imperial ships had inertial dampeners that reduced the weight of the ship, like in Mass Effect. It explained this, as the main plasma drives would set the starport ablaze otherwise. Which is a valid point. SW/ST has antigravity, and SW bigger vessels like ISDs still don't land on planets outside of Disney. Since antigrav and Admech aren't on best terms, using the mass effect trick makes sense, though a decade before Bioware actually made ME.