Currently, all that is stated about this issue is:
The Emperor created 20 primarchs, who were snatched from Terra by a Chaos vortex and scattered around the galaxy.1
The 20 incubation capsules drifted through the warp for decades or even centuries, until finally coming to rest on human-inhabited worlds throughout the galaxy,2 where the primarchs were raised by human parents.3
However this statement is clearly contradicted by the childhood of Konrad Curze, who survived utterly alone. The childhood of two other primarchs, namely Lion El'Jonson, who also survived his early years completely alone until being found by Luther, and Leman Russ, who was adopted by a Fenrisian she-wolf until Thengir king of Russ took him in, can also be argued not to fulfil the statement raised by human parents.
Of the various abilities possessed by the primarchs, one was "invisibility".3
If this is taken literally, this presumably refers to one of the missing primarchs, as invisibility is not a power possessed by those known.
The Emperor met each primarch in turn, and each primarch had risen to a position of authority within the cultures they had found themselves in.1
20 Legions took part in the Great Crusade, each led by their own primarch.4
Alpharius was known to be the last Primarch to be found, a fact which even earned him the nickname "The Last". This suggests that all the other primarchs had been found already.
20 statues of the primarchs were erected in the Imperial Palace on Terra. By the time of the Horus Heresy, plinths II and XI "...had been vacant for a long time. No-one ever spoke of those two absent brothers [and] their separate tragedies."7
This suggests that the two unknown primarchs had been found previously and that something tragic had happened. The two primarchs were "absent" but not referred as "dead".
All primarchs were tempted by Chaos predations, and "fully half" of them failed that test.5
This suggests that possibly 10 primarchs were, in some way, corrupted by Chaos influences. The known traitors are nine (Fulgrim, Perturabo, Konrad Curze, Angron, Mortarion, Magnus, Horus, Lorgar, and Alpharius). Whether an additional primarch was corrupted or not is unclear.
Horus convinced "no less than 9" Space Marine Legions to side with him at the onset of the Heresy,8 a number also referred to as "fully half" of the legions.9 When he assaulted Terra, this number was given as 9.10
This also implies, but does not categorically states, that the 9 known traitor legions are all of the legions that followed him into rebellion and that 18 legions were the total number of legions active at the time. A passage detailing Horus' plans for the various legions at the outset of the Heresy mentions by name all 18 known legions11.
"Of the original 20 Primarchs only 9 survived the Horus Heresy. The remainder were either killed in the fighting or fled...into the Eye of Terror."3
It is currently accepted that 3 Primarchs died during the Heresy (Ferrus Manus, Sanguinius, and Horus) and 6 are known to have fled into the Eye of Terror (Fulgrim, Perturabo, Angron, Mortarion, Magnus, and Lorgar). The fates of the other 11 are open to multiple interpretations.
Two traitors, Kurze and Alpharius, did not flee into the Eye of Terror. 7 loyal primarchs seem to have survived. It is possible that Kurze and Alpharius were counted as part of the 9 survivors.
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