I blended together Wizards and Priests and a touch of IRL Tengrism by establishing a pantheon of fifteen: one sun, two moons, four Gods, eight Winds. Winds give power and shape those that use them, so how do they differ to a Chaos God? Or so the logic goes. The sun and moons I didn't confirm one way or another, but it is plausible. Kislev has a sun god in Dazh and the Elves have a moon god in Lileath, perhaps there's a few 'regular' Gods still being worshipped by the Kurgan, just as the Gospodar retained their worship of Ursun in the steppes.
The other part of making the Kurgan 'function' was to have them vary based on latitude. Those that live in the south of the steppes are further from the Chaos Gods, but closer to the Skull Road between the Old World and Cathay so that they can raid and trade, and closer to the Chaos Dwarves so they can access quality weapons, and their lands are relatively normal steppes so they can maintain their herds with relative ease. They become more worldly and closer to the Winds, but in time the whispers of the Chaos Gods will call them north again. Those that live in the north of the steppes are closer to the Chaos Gods but are constantly tested by the Chaos Wastes - their herds and children mutate and their food comes more and more from the bizarre fungal growths that dot the landscape and the hunting and consumption of mutants of unidentifiable provenance rather than 'normal' crops and herding and hunting. They grow wilder and stronger and closer to the Chaos Gods. But they do not serve the Chaos Gods by lurking forever on the periphery of the Wastes, so they end up coming south again, either on their own to raid or as part of the entourage of an Champion or even an Everchosen. If they succeed they stake their claim on the land they've seized and grow worldly once more, if they fail then they're unlikely to want to draw attention to their failure by returning to the Chaos Wastes and the direct attention of the Chaos Gods, so they'll look for land in the southern steppes.
So there's a constant cycle where individual tribes will move from place to place based on their needs and desires and their successes and failures. Some, like the Kul, might have live deeper in the Wastes and closer to the Gods for generations, and they might never leave until they lose the favour of their Gods and need to retreat from Their attention. Others, like the Dolgans, might find more value in reliable southern terrain and access to trade, to the extent that some Dolgans have been absorbed into Kislevite society. Then there's oddities like the Iron Wolves, who live further south not because of a preference for reality, but because they worship a Dragon Ogre that's asleep in the mountains.