Daemons, chaos and other dangerous stuff
A word of caution:
Just because you're champions of chaos doesn't mean you're immune to the dangers of chaos. The warp may favor your journeys on a regular basis - or not, as it pleases the powers. Your fields fail while in warp transit - you get ripped apart by daemons or get possessed, just like the rest of the galaxy. The daemons don't care. So baring any special powers or rituals or the ability or strike quick bargains (or just beat up the daemons!?) you're in deep shit.
And speaking of daemons. You know of their existence and sometimes the chapters make use of them. But when they do they do it for a reason and taking precautions. Summoning and warding. Sacrifices to appease the gods. Whatever the sorcerers think works best. Clearly daemons have their uses, but you won't find them fraternizing with the rank and file.
Then there is possession. It's another fact of life. Daemons (and other spirits) can possess. Even Space Marines. Hell, there are even Possessed Primarchs out there! But most Chaos Marines (the saner ones at least) would not want to be possessed. They are MARINES you know, not puppets to be directed by someone else. They might not FEAR possession like Imperial Marines, but they don't like it anymore than their enemies do.