The marks are Abilities.
(Version 1)
Mark of Tzeentch - the bearer doesn't count psychic powers as risky actions.
Mark of Nurgle - the bearer gains +10 Toughness.
Mark of Slaanesh - the bearer is immune to fear, and counts terror as fear. Also when they are hurt add their injury total to their nerve.
Mark of Khorne - the bearer gains +10 Strength.
Mark of Undivided - I've not been able to think of anything.

(Version 2)
Mark of Tzeentch - the bearer doesn't count psychic powers as risky actions, and gains +10 WP.
Mark of Nurgle - the bearer gains +10 Toughnes, and the Regenerate ability.
Mark of Slaanesh - the bearer is immune to fear, and terror.
Mark of Khorne - the bearer gains +10 Strength, and the Frenzy ability.
Mark of Undivided - I've not been ale to think of anything.

Chaos armour is added to the list of armours.
Level 1 - 2 armour to all locations covered (includes a removable helmet).
Level 2 - 4 armour to all locations covered (includes a removable helmet).
Level 3 - 6 armour to all locations covered (includes a removable helmet).
Level 4 - 8 armour to all locations covered (includes a non-removable helmet) this version of Chaos armour has become bonded to the wearers skin, and can therefore never be removed without removing his skin.

Because of it's slightly daemonic nature, weapons that do additional damage to a daemon (psycannons etc) do an extra 1 point of damage per level of the armour.