#voldus

Grand Master Voldus is a Grey Knight in terminator armour with a daemon hammer, storm bolter, psyk-out grenades and an iron halo. So is Grand Master Mordrak, who I believe was introduced in the 5E GK codex. More than than, Mordrak has an interesting backstory - he was the only survivor of a Red Corsairs raid, and later found that the ghosts of his slaughtered comrades would join him in battle and fight to keep him safe, while haunting him in-between battles - only by killing Huron Blackheart would they be at peace. This was represented by the fact that you could give him a unit of Ghost Knights as a bodyguard, who were basically GK terminators who had some interesting rules and limited upgrades. Instead we have your generic Ultramarine-style character Voldus, the greatest psyker seen in the Grey Knights for centuries, appointed to his position by Kaldor Draigo (even though the decision to promote a Grand Master must be unanimous by the other Masters), facing the Red Corsairs on the way to Terra (which would have been perfect for Mordrak, and allowed for him to be killed if you absolutely must introduce Voldus)...

Then you have Yvraine, a fancy Eldar woman who wields what could well be a djinnblade, or at a distance looks like a huskblade. She comes with a razor fan and in general just looks like an amazing model for Malys, down to the haughty poise.

The Visarch makes for a great Eldar Corsair prince, as well.

The last one is a bit of a stretch, but Inquisitor Greyfax only requires a weapon swap and a few interesting xenos-bits added to be a good substitute for old Ordo Xenos inquisitor Valeria.