One day, Slaanesh looked at how all the other Chaos Gods had their own unique character. Wanting a piece of the the action, he/her/it created Shalaxi Helbane, a Keeper of Secrets made specifically to peg the champions of other Gods, specifically Bloodthirsters. It has done this numerous times, and it is said that the almighty goat has managed to take down Skarbrand himself once in combat. As of the Psychic Awakening, it has been dispatched to destroy the Ynnari by any means necessary.
Other than this, they are known for their fabulous hair reminiscent of David Bowie.