The 4 main chaos gods are the most powerful but there have been countless of "gods"
To my knowledge there isn't much known outside of the 4 main chaos gods. And only a small bit of Malal which is quite old already but is still viable. but I'll answer with what I do know and I hope it helps.
As you said within the current canon of 40k there are 4 main chaos gods. being Nurgle, Khorne, Tzeentch and Slaanesh. And a minor god called Malal/Malice.
With this it is important to note what chaos gods actually are and how they are created. On the lexicanum they state that:
In the early history of the galaxy, the powers of the Warp had yet to form into distinct entities. At this time, the emotions of mortals flowed and ebbed as water does in a stream. As the mortal races grew and prospered, so did the strength of their emotions. Eventually, the gods grew to such a point where they could act independently of the general flow of emotions and thus became the Gods of Chaos. They reached into the dreams of mortals and demanded praise and servitude in order to increase their own power, as the of more one emotion is exhibited (in both thought and action) the stronger that god becomes.
We know that the four chaos gods where created by the flow of certain energies in the warp, which is linked to the emotions portrayed by mortals. a good example is the Birth of Slaanesh during the Fall of the Eldar.
In which the sudden influx of a certain type of emotion awakened slaanesh.
In the Core rule book in the licensed RPG Black Crusade (2011) which was made by Fantasy Flight Games is this passage on page 11:
The raw, unfocused energy of the Realm of Chaos forms a
parallel dimension to the material universe, a place of infinite
possibilities where emotion and symbolism hold sway. The
Realm changes constantly, ebbing and flowing in different
locales as it does so. The flows, swirls, and eddies that it creates
can form patterns and designs, drawing similar energies into
themselves until they achieve a level of consciousness and
purpose. When they find the courage to acknowledge the
existence of such powers men call them the Chaos gods.
Many nameless gods have been cast up by the warp only
to be swept away again by the slow beat of aeons, but four
great powers of Chaos seem eternal; Khorne the Blood God,
Slaanesh the Prince of Pleasures, Nurgle the Lord of Decay,
and Tzeentch the Changer of the Ways.
Which states that when a warp entity has enough power to become self conscious and have it's own will and plans. It can declare itself a god, however most off the times it is very weak and due to a lack of following and other things they got to slumber again or go away at least.
There recently has been hints towards the birth of a new chaos god
This new warp entity is set to be a "Twisted reflection" of the greater good from the T'au. whilst the T'au themselves are quite insensitive to the warp their rapid expansion and taking in other races (among them humans).
When the Fourth sphere of expansion attempted FTL travel through the warp, it was almost entirely destroyed if it was not save by a warp entity set to have many arms set to be a new chaos god.
From War of Secrets (Emphasis mine)
‘We were becalmed,’ said the tutor. ‘No chance of escape.’ He drew a finger around the palm of his hand, making the swirling gesture of the whirlpool inescapable. ‘We had been sucked into the dark heart of that sub-realm, where even the currents themselves are devoured. Then, as the decs slid by, we began to hear a scraping noise.’
‘On the outside of the hulls.’
‘Yes. It was interminable. The bridges of each of our ships showed the same thing – no forward movement. No momentum of any kind. The things out there were laughing.’ Twiceblade shuddered at the memory. ‘The swirling faces, the creatures scrabbling at the hull… they were laughing at us. Of that I am sure.’
‘Taunting you, as a poorly disciplined hunter does his cornered prey.’
‘Yes.’
‘And in doing so, they allowed you to escape.’
‘To this day I am not sure how.’
‘Describe it.’ Kais’ eyes were narrow once more, hungry for data. The tutor had seen that same expression the very first day the Monat’s tutelage had begun.
‘It is almost impossible to describe it,’ said Twiceblade carefully. ‘There was something out there amongst the swirling nebulae, something vast. More of an impression of a sentience than an actual creature.’
‘Larger than these beasts attacking the craft.’
‘Immeasurably so. It had… many arms, I think. Some of those were made to nurture, or to provide, others to destroy. In physique it was familiar to us, for it was built much like a member of the aun.’ He paused, lost in the memory, and his shio’he wrinkled. ‘Though in retrospect it was bulkier, and many of its hands had five digits. As if the notion of human beauty had mingled with the optimal form of the t’au.’
And later they said that they think the origin of this being is from the non T'au that believed the idiology of the greater good into a new god.
‘I have studied the works of Commander Farsight in the past. As his original mentor, it has always pleased me to see where his conclusions lead him. There are hints, in those writings, and messages between the lines. Hints as to another type of creature abroad in the galaxy that is not flesh and blood.’
‘Ghosts,’ said Kais. ‘Kauyon-Shas, the one you know as Shadowsun, was always over-fond of them.’
‘No,’ said Twiceblade. ‘Not the spirits of the dead. Something else. Some kind of echo animus given life, given form.’
‘You believe that such a thing is possible then,’ said Kais. ‘You believe that this entity is… an echo of t’au souls.’
’Not as such.’
There was a sharp intake of breath audible through the communion relay.
‘Then you think that entity to be a coalescence of t’au belief.’
Twiceblade shook his head. ‘No, master, I do not. That entity was not the culmination of the wholesome beliefs of our kind, as strong as that force may be. Neither is it the avatar of the T’au’va, as some have suggested. I believe that it is instead a corruption of the Greater Good. A twisted reflection.’
‘How can that be?’
‘The other races that were with us,’ said Twiceblade. ‘They were preyed upon by the creatures in the sub-realm far earlier than us. They must have been seen as more desirable prey.’
‘Because their souls were louder, brasher. Because they could not pass by unseen.’
‘That was my conclusion, too,’ said Twiceblade. ‘They are of that realm, or connected to it, somehow. The echoes in the sub-realm… they are the reflections of those races that possess mind-science. That which exists in two dimensions at once. This is what Commander Farsight speaks of in his reminiscences, infers between the lines of those texts forbidden by the aun.’
‘The entity you witnessed. It was a human god.’
‘In a way,’ said Twiceblade. ‘That entity was the gue’vesa’s conception of our faith, given strength by the other psychic races that believe in the same tenets.’
‘We have no god!’ spat Kais, his lips curling back.
‘We do not, and rightly so,’ said Twiceblade. He was shaking, but he had come too far to go back now. ‘But to them, even a philosophy can be worshipped. To them, the line between faith in concept and faith in a divine being is thin. Perhaps even non-existent.’
‘They have created a false god,’ said Kais. His eyes were wide, his veins standing out as if he were trapped in hard vacuum. ‘The mind-science races have created a god in the image of the T’au’va.’
TL;DR There are 5 named gods within the current canon, but there probably have been countless of nameless minor gods. With possibly a new one forming in the image of the greater good.
