The Tzeentch one uses the double head from the Empire Griffon kit and the staff head is from the WFB Chaos Warshrine. I had to sculpt the feathers to connect the head to the torso since the hole I had to cut was huge and didn't even come close to lining up.
The Khorne one uses the head, arm and ax from the Lord of Skulls. The neck was completely sculpted from Green Stuff since the Soul Grinder looks down and only has the back of his neck.
Sorry I didn't get any WIP pics of the Slaanesh one, but I will make it up with some pics in the future.
Here are some bonus WIP pics of them being painted by Ken at Next Level