Corvus Corax is alive and well and appears in a short story Shadow of the past written by Gav Thorpe in the Anthology Sons of the Emperor.
In the short story Corax is in the Eye of Terror hunting Word Bearers and trying to get to Lorgar, he has been changed by the warp and can now become a shadow, and a flock of birds among other powers. I imagine if he returned in his current form the Inquisition would have a thing or 2 to say about it.
Vulkan has been found since he vanished and that was before the 9 artifacts where discovered, and it wasn't very hard to find him. In the Beast Arises series he is found fighting Orks on a planet and then leads the attack on Ullnor to kill the Beast this is where he is last seen/assumed to have died. this all occurs approx 1200 years after he "vanished" and so leads to more questions then answers. As an aside, Ullnor becomes Armageddon (after the Adeptus Mechanicus move the planet to a whole new system rather then destroy it so they can strip it of all its Orky tech). So it is possible that Vulkan is currently sleeping/hidden/retired on Armageddon. Or Yarrick is actually Vulkan in disguise.
The Lion, only the Watchers know where he is and there aims and intentions are hidden from the rest of the universe. I think I read somewhere that he would return to face Luthor one final time but I can't remember where that reference came from.
Dorn, there is no suggestion about his return, as far as the Imperial Fists are concerned he is dead, given that in the beast Arises book the imperial Fists Chapter is destroyed (only to then secretly have the succesor chapters give up volunteers to form a new Imperial Fists Chapter) you would suggest that he would have come back in that moment. There are hints and suggestions in the fluff that maybe he isn't dead, including Vulcan talking like he is alive, but Vulcan didn't know about successor chapters and may have been a bit lunatic, or might have been communicating with the dead (we saw the Emperor summon the spirit of Ferrus Manus to destroy demons in the Webway) but that has never been confirmed.
Guiliman, there was never a prophecy about his return, there was a suggestion that his wounds where healing slowly in stasis (which is impossible), as it turns out they where not healing, he was just waiting for Cawl to get his act together and resurrect him.
Khan again, my understanding is that he vanished and the Whitescars don't have any predictions as to when he will return, they just assume he is out there in the webway killing Dark Eldar, or he got bored of the daily grind of imperium living and decided to start a Harem in Commorragh.
For what it's worth a Black Library Author, think it was Dan Abnett said he once shouted down an idea that was floated to resurrect Sanguinius as a Chaos God, stating he would never write for GW again if that happened.