Space Bretonnia. "Imperial knights!" Fuck you, die.
My ideas:
Lileath sacrificed most of her divinity in order to trick the Chaos Gods into thinking she was destroyed along with the others.
She's hiding out on the moon of a secret Maiden World with an extremely small cadre of priestesses dedicated to her. They deliberately cut themselves off from the rest of their species out of fear of being discovered, the whole planet is shrouded in a "mist" that prevents anyone from finding it.
Some humans accidentally stumbled on it when they got lost during the DAoT, got completely cut off from human civilization, and forged a new one.
The planet is home to all sorts of wacky fantasy-esque aliens that make the otherwise idyllic planet into a dangerous wilderness. Early militias dedicated to hunting these beasts wound up centering around charismatic strongman leaders who were willing to put their lives on the line to protect the colonies from xeno-dragons and shit.
Lileath, slumbering to recover her strength, begins influencing the dreams of the human colonists to try and forge a society that can defeat Chaos. While this does bring a touch of Eldar influence, she also hews away from Eldar culture due to not trusting them. You know, for the whole Slaanesh thing.
Emps goes around conquering. The Mist protects the planet, and the humans living there never learn of the Imperium until after the Heresy.
Space Bretonnian society is organized in a pseudo-feudal fashion. It is simultaneously aristocratic and meritocratic, those willing and able to stand as a knight are afforded great status and luxuries. Those unable or unwilling are stripped of their rank and replaced by a more suitable Squire (IG equivalent).
Knights have a fondness for going on quests, taming wacky xenofauna to ride, and vanquishing evil wherever it is found.
The Mists parted, they had a colony rush, and now things are stabilizing. Sort of.