A few missing.
World of Immortal Sorrows- Deamon World of Slaanesh ruled by Deamon Prince Elyssar'sirath.
Xana II- Deamon World and Forge World of Chaos Undivided.
"Planet of Pleasure"- Deamon World of Slaanesh. It's existence is unconfirmed but it is claimed by the traitor Emperor's Children Legion that their now Deamon Prince primarch, Fulgrim, has gone there and rules it. They seek it to this day.
I think that's it, but I'm not sure.