What's known beyond the Milky way in Warhammer 40k?

Question

I've been looking for information about what is beyond the Milky way and the empire of man in Warhammer 40k, without much success. Specifically I would like to ask: 1) if there's a map of discovered regions, 2) habitants of the outer galaxy, 3) what is known from the point of view of mankind, 4) if there are some novels and/or codexes that explore this part of the universe.

Answer 1

Nothing is really known about the outside of the Milky Way Galaxy in the Warhammer 40k universe. From the Lexicanum article on Galaxy, part "Other Galaxies":

The distances between galaxies are so vast as to make inter-galactic travel unfeasible even with advanced warp jumps. Being thrown drastically off-course by a Warp storm can result in emerging outside of the galaxy, or stepping through an ancient portal of the Webway.

The Imperium has no established presence outside the galaxy. Although, it is known that alien life exists out there - the Tyranids come from somewhere beyond the galaxy.

It is not known if the Tyranids really come from another galaxy, there are conjectures that they've been created by the Old Ones to fight the Necrons but were not deployed.

Something else that is known is that Szarekh, the Silent King of the Necrons, travelled outside the Milky Way:

He destroyed the command protocol that allowed him control over the Necron race and journeyed into the void of intergalactic space, where he may find not only solace but also penance for dooming the Necrontyr race.

From the Lexicanum article on Szarekh

However, there are no reports from of him what he has seen / experienced outside.

There are some rumours about what is out there that I've heard of the time but nothing has been confirmed by GW.

Answer 2

The Imperium Knows Nothing, but Watches

The Imperium itself knows nothing. There's a few references to extra-galactic expeditions in Rogue Trader, but in the sense that "they went into the black and never returned" rather than anything that brought back news. The Tyranids are a known extra-galactic threat, as Phaeros specifically shows something (though strongly hinted at being the tyranids) from outside the Milky way noticing the events of Phaeros and heading towards the Milky Way.

But even before the Tyranid invasion the idea of extra-galactic threats was taken as a potentiality by the Imperium, because we see them creating several chapters of Space Marines (the Carcaradons for example) that hang out on the outer edges of the galaxy. What they get up to in between their infreqent apperances inside Imperial Space isn't expressly stated. They might be fighting Things From Beyond, they might just be doing boring patrols.

Other races have some experience with "Outside the Galaxy". The C'tan for instance were said to have evolved before the creation of galaxies themselves. So ostensibly there could be C'tan in other galaxies. As they waged a war against the Old Ones it's always been my assumption (though this is just conjecture) that the Old Ones too were a multi-galactic species.

GW itself hasn't confirmed anything in other galaxies. Though one can assume that life exists there and by extension Warp Entities. But they haven't confirmed the presence of any of the main species (humans/eldar/orks/necrons/tau) having a presence in another galaxy. The necrons come closest with The Silent King's leaving the Milky Way. But the article specifies "intergalactic space" not "made it to another galaxy."