User blog comment:Supahbadmarine/Too Many Loyalists!/@comment-1932673-20110606150904/@comment-1932673-20110607211334

Actually if you need First Heretic it is implied that the lost Primarchs were found, but they did something so drastic, that the Emperor made them 'vanish' and forbid anyone to talk about them or use their names, the same extended to their legions, which is why nothing is known about them.