Second, the astronomican is one of the most essential tools in the infrastructure of the Imperium. It allows for semi-consistent warp travel, and is fueled exclusively by psychic energy. This is only naturally the Emperor's highest priority.Â
Third, many of the breaches in recorded Imperial history have been comparatively small, and ultimately not worth the Emperor's effort as long as Imperial forces can mop it up. It's long been speculated that every major psychic strain the Emperor puts upon himself ultimately shortens the lifespan of his current condition. He could have been trying to prevent the outbreak of the Great Rift for millennia.Â
But ultimately there are no recordings of the so-called "War Within the Warp," Though it is known that the Emperor has been keeping the webway gate closed for the last 10'000 years, and been preventing a new (speculative) Eye of Terror from emerging around Terra. Both of which serve as the reason for why the Emperor will not be interred withing a Dreadnought.
The Webway itself originated from the Immaterium, and is technically a part of it's reality. Despite the Old Ones having partitioned it off from the Immaterium long before the rise of Humanity. Most of it was Daemon-sealed with special construction materials which humanity did not possess. The Human portion of the Webway would have had to be completely sealed by the Emperor personally, which he had been working on in 30k. But with an innumerable horde of Daemons pushing up against the entrance that is now hypothetically impossible.
And as for a sovereign Warp-Emperor, if the Imperium either unquestioningly believed it was borne from a piece of the Emperor's psyche, or confirmed it, they would most likely rejoice at this fact.
Hold on, gonna tie in the other reply.