what anomaly? Fan is just a genius tribal chieftain that is well versed in restoring DAoT artifacts and works with the Ad Mech.
supernatural martial arts? nah just some several millennia of evolution and refinement of the skill to beat the shit out of your enemies with your bare hands.
The problem is that the Emperor probably has good enough senses and knowledge to realise that this is bullshit if he actually meets Fan, or gets too complete an account of what he can do.
Things like Pattern Reassertion Touch and most uses of VEE can be replicated by telepaths, biomancers and technomancers, so that's explicable.
Things like using Constructive Convergence of Principles to make people or material things need things like a Pre-Fall Eldar Reality Engine to duplicate, which isn't really within what human psykers can do.
Things like having an Inner World, multiple incarnations, or your own demons are well outside what a psyker can do. They're the domain of true gods who shouldn't be able to exist outside the Warp.
And even if we hide the last: Fan is too competent. He's a threat. At least twice during the Great Crusade the Legions encountered leaders with very strong parallels to the Emperor, men who seemed to be following the same Mythos/narrative. In both cases they were killed. There may be something deeper going on in relation to that, and I don't think that the Emperor will suffer potential rivals to his narrative position gladly.
I think we need to not only hide the nature and origin of Fan's powers but also diffuse credit for his achievements. My suggestion to use CCP to create DAoT 'survivors' is part of that. They're not only a Distraction Carnifex, to use a 40K term, but they're also an excuse for Fan's knowledge and the knowledge he's granted others, and an explanation for why they can ramp up so quickly.
CMA are a harder sell, as Primarchs can't normally develop them. However, Primarchs can't normally speak Enuncia without exploding, yet Lorgar has developed a Mythos power to do so. I think we should really try to get Lorgar a Martial Artist or Sifu (martial arts teacher) Aspect to his Human Archetype, and see if that lets him develop a Mythos power to break that limitation as well.
Regardless, I think we should get Lorgar to try to develop and teach a couple of Terrestrial Martial Arts. The Emperor probably doesn't have the context to tell the difference (unless the Eldar are enlightened and can use supernatural martial arts, in this setting this may be what being a mature psychic species means and what Aspect Warriors learn). This gives credibility to the idea he invented Solar Hero.
As for how he became enlightened, we don't have to say who granted him the insight that allowed him to balance the material and the aethyrical. With Lorgars aspects, we could plausibly sell that he came up with it himself.
Your sentence cuts off abruptly here.
Meant to say:
They explicitly did. In the Beast novels a Harlequin tells a human that the Eldar squished lots of predecessors to humanity that challenged them for galactic dominance.