This passage is not historical fact. Instead, it is something that is said to Lorgar to get him further down the path to Chaos.
I know of no evidence that suggests Khorne, Slannesh, Tezench or Nurgle were ever mortal.
After some research, I found the following:
The author, ADB, himself states (at http://www.warseer.com/forums/showthread.php?235724-The-First-Heretic/page8):
It's a parable, about 4 travellers leaving Colchis and finding some
vague truth / travelling to that region of space before it was the Eye
/ a reference to how Colchisians have always been pilgrims / a
reference to how Chaos is eternal / a suggestion that a Chaos presence
was always in that region of space to some degree and that humanity
has forever been drawn to it / a way of suggesting to the Colchisian
characters in the novel that their homeworld has always been chosen
and inspired by Chaos.
It's not saying anything specific, and for the record, nor is it a
retcon. It's a throwaway line about a legend. It's impossible that it
could ever make sense. So obviously, it doesn't. Just a Colchisian
version of the Odyssey, or the Bible, or the Mahabarat.