Warhammer 40,000 is big. Really big. You may think Hitman 2 takes up a lot of space on your hard drive, but [[link]] that's just peanuts compared to Warhammer 40,000. This is a setting where multiple entire chapters of space marines can be lost, whether they're deliberately expunged from all records like the second and eleventh legions were, or just go missing like the .
The Steel Confessors are an interesting example, because they didn't vanish in the lore, but out here in the real world of primary sources. While references to them in White Dwarf magazine and the Index Astartes exist, the main source of detail about the Steel Confessors was a flimsy pamphlet handed out at the official Games Day & Golden Demon convention in 2005. Since nobody could source a copy of it, all the detail contained within was basically a big "citation needed" and has been a point of contention in the 40K fandom for 20 years.
Until a Discord user called Guy posted blurry photos of the , confirming the Steel Confessors were a legit chapter, that their homeworld really was named after the Finnish national epic Kalevala, and that planet had its own psychic choir and a vast manufactorum. What was previously thought fanon is now canon—as much as anything is in a setting as vast, apocryphal, and subject to change as 40K.