Standard Chariots work fine in this case. If you have the spare points and want a gorebeast chariot though, it wouldn't hurt to upgrade. Personal choice though, just make sure you have enough points in core (not too hard with two blocks of 20 warriors).
For the warriors, IF you upgrade a unit to halberds, drop the Mark of Tzeentch. To answer your question more directly, no, there is no harm in keeping both of them sword and board other than this limits how many units you have on the table that can reliably deal with high toughness and high strength monsters.
I love Chaos Knights. I use them less in 8th edition than previous editions but they really can do a great deal of damage. They are also useful for the "oh crap" panic they give opponents who spend an unusual amount of time and effort removing them from the board, thus allowing the warrior blocks to advance.
Eh, the mark on the Knights is really superfluous. The only one they REALLY benefit from is Khorne (which would break your theme). If you really need the points, go for it, if you can't use them elsewhere, might as well keep them.
Another suggestion, if I may? Try and add some placement drops. Against large armies like Empire, Skaven, Orcs, Goblins, etc you are at a severe disadvantage. They will have only placed their chaff units by the time you have fully deployed. So I'd suggest some minimal units of warhounds. Just make sure to keep everything else outside of panic range or well within the general's Inspiring Presence range.
One last thing I just noticed... the BSB can't have both a magic banner and magic items. It's either/or not both. So you have to decide if you want the blasted standard or the talisman. For banners, I'd probably go with the standard of discipline in whatever unit your general (the sorcerer) is going to stay as that will beef him up to Ld9 Inspiring Presence instead of a mediocre 8. Of course, if you want to stick with your theme... keep the blasted standard
Chaos Characters are pretty durable on their own.