Looking at page 57 of the core book, I see it noted that Malerion and Tyrion wanted to find their own kind, but it doesn't really get specific on what happened. Slaanesh ate the elves, and had to retreat to a secret lair. The only hint that they found him was:
"As secretive as he was, however, Slaanesh did not escape the plotting of Tzeentch, who manipulated Khorne and the two newly born aelf gods."
It's also interesting that in the same paragraph they capitalized "Chaos God" but not "aelf gods." Kind of ties into the topic here.
So that book leaves it up in the air on whether they found him or not, and certainly what happened after that.
I also seem to have missed the passage on Malerion finding Morathi (albeit "changed"). Didn't she end up going off with Slaanesh or something? Sure, she was in the midst of daemons when he found her, but... well, it's so vague that it's hard to guess what was going on.
And, of course, it notes in those pages that the elf gods couldn't find any other elves anywhere, which is what got them wanting to go off after Slaanesh... and then later we're told there were plenty of elves who eventually retreated into Azyrheim, in one of the strongest ways the fluff is contradicting itself. They want to have Slaanesh have eaten all the elves, but they wanted to sell elf models right now and explain why someone can play an army of elves. Just didn't really think it through when they were first writing that all the elves were missing. They need a Lucy Wilson type person. (For those who didn't know, she was in charge of keeping the continuity straight in the Star Wars universe, until Lucas himself started mucking with it, and then eventually it all got out of hand with the desire for money over a cohesive story. She did a good job for a long time, though, but no Lucy Wilson around is how we get the mess in The Old Republic MMO.)
Also, hey! Got a preferred pronoun for Slaanesh! Guess that makes sense as Slaanesh is the Dark Prince, but it changes depending on how he's feeling or who he's manipulating.