You might checkout the End Times Collection (quite expensive for the hardcover though -- maybe you want the PDF version instead).
https://www.games-workshop.com/en-US...mes-Collection
From what I can tell, this was a primary inspiration for TW: WH. A lot of the characters are the same -- Archaon is the main antagonist in the End Times series. All the major legendary lords from each faction also make appearances, and the Chaos Invasion in the game seems to be modeled somewhat on this material.
Downside is that these books already assume some knowledge of the WH Fantasy world, so you might be a bit lost from all the name dropping. Basically, every WH Fantasy character of consequence makes an appearance.
!!!SPOILERS TO FOLLOW!!!
I'm not sure if you were aware, but Game's Workshop actually implemented the Apocalypse with this series, and Chaos wins! (Some people were not so happy with this but I think it is kind of awesome.)
Also, a lot of people die in this series. I'm talking Game of Thrones Season 6 Finale levels of major character disposal.