Malal

"'When I get out of here, I will be the greatest Chaos God ever! I'll fuck 'em all up! Just you wait... I will become RELEVANT AGAIN!'"Malal, the Renegade God is the Chaos God of paradoxes and anarchy... or he would be if he actually existed.

Official-ish Canon
Malal is actually of dubious canon in Warhammer Fantasy, let alone Warhammer 40,000, due to a copyright issue regarding his creators. While Games Workshop has tried to get around this by rebranding him as "Malice," he almost never appears in any stories. However, he is mentioned by proxy with regards to the Sons of Malice warband of Chaos Space Marines that are mentioned in the Eye of Terror Codex and a few White Dwarf articles, with his most recent mention in the republishing of Heroes of the Space Marines.

Malal draws his power from pure anarchy, and is enemies with both the forces of Order and the other Chaos Gods. Any time the Chaos Gods fight each other, he gains more power. And while his followers may be few, if the Sons of Malice succeed in their rituals, Malal can be summoned into realspace, something not even the other Chaos Gods are known to have done.

TTS Canon
Malal is exiled into the Retconnian, a plane of nonexistence. He is still capable of communicating to the outside world via the Warpchat, though he mostly threatens the other Chaos Gods with destruction. He also uses a reality peephole in the form of the "Tyrant Star," an abomination that infects stars and creates madness and anarchy. Despite this, the Emperor still thinks of Malal as pathetic and nonthreatening, and will never be able to escape from his prison.