To review what we know:
- The records of the two Primarchs and their legions were expunged some time before the Heresy, possibly still while the Great Crusade was in it's infancy.
- The First Heretic mentions following the two legion's erasure the Ultramarines got a sudden upswell in recruits, implying that some or all of the expunged legions warriors - or at least their in-training recruits - were absorbed into Rowboat Girlyman's legion.
- In The Lightning Tower Rogal Dorn visits a gallery of statues of the Primarchs on Terra and, looking at the empty plinths belonging to the missing Primarchs, wonders whether what happened to them should been thought of as "a warning". Note that later on in the The Lightning Tower the concept of Chaos is explained to Rogal by Malcador, so he couldn't have been thinking of Chaos corruption or similiar.
- Prospero Burns and A Thousand Sons both make mention of the Emperor keeping the Space Wolves specifically for hot sweaty Astartes-on-Astartes action, and that he's used them before in matter - I believe in Prospero Burns Russ says he's used them as "executioners".
- In Angel Exterminatus there's a flashback to when Perturabo was climbing the Emperor's tower in order to swear loyalty to him.The narrative says that the climb was a test of willpower and loyalty to the Emperor's ideal, that each of Perturabo's Primarch brothers had made the same climb, and that some had been found wanting