And even then they diden't die. They just shatterd (and would have been able to reform if not for the necrons).the Necrons shattered the C'tan with weapons that focused the unimaginable energies of the living universe.
It is also stated that the necrons only manged to pull it of, do to the C'tans being drained/spendt after fighting the old ones (and the necrons took MASSIVE losses).
As far as I can remember, the chaos gods can't enter the material universe. But im not 100%.