- There are more than just 4 "Gods" in the 40k universe
- There is a reference to a minor God called Malice.
First, there are more than just four Chaos Gods. There are four Major Chaos Gods, but there are a number of Minor Gods that exist in the warp as well. A great many consider Daemons to be Gods, but Daemons are created from the Chaos Gods powers to do their bidding. Really the question comes down to what do you accept as canon, since both Games Workshop and the Warhammer fanbase battle both with each other and themselves as to what is and is not canon.
Now we know the two universes are linked through the warp; but I do not think we know for sure whether Fantasy comes before 40k or not. It might actually follow or be concurrent... The chaos gods are always susceptible to shifts, especially in the "minor arenas" but I have never heard of the Horned Rat in 40k. But the fact that some Gods are prominent in both universes is key that it is possible to be in both.
I found a post that referenced him in 40k as the Horned Prince, but even if that were true the site labeled him as a Daemon prince. To my knowledge no Daemon Prince has ever found a way to become a Chaos God, minor or otherwise... Though it is possible for a Chaos God to use all of its power as a God to create a Daemon and thus transform from a God to a Daemon.
It does seem however that there is mention of a Minor God named Malice, The Lost God. He is named in a short story called Labyrinth by Richard Ford. I mention this because in my research I found references to The Great Horned Rat as Malal or Malice and malice, blight, etc. are part of his repertoire. There is also a confirmed Space Marine Chapter that was excommunicated when they turned to Chaos and began to follow this Minor Chaos God.