OK mate this is a direct copy of what I wrote elsewhere but its only the outline to make it all fit together...
My idea was to make them true natives of the Warhammer world that were forced out by the Old Ones and the new races they crafted, being a very basic tribal species they had no choice but to hide and move away from these rapidly developing cultures, but this obviously left them feeling somewhat bitter.
When the Arcane gates collapsed and Chaos flooded into the world the Fimir were approached by several power Arch Daemons & Daemon Princes most notable was the Shadow Lord and Karios of Tzeentch, these vastly powerful entities offered the Fimir a chance to fight back against there tormentors as well as showing them ways to harness the raw power of Chaos in exchange these daemons gained a willing mortal army who would sacrifice and worship in their name. Yet the Daemonic incursion was cast back by the spawn of the Old Ones and even worse was the banishment of the Shadowlord by the Chaos Gods as punishment for his failures, while Karios being wise and blessed with foresight dropped his allegiances with any who backed the Shadow Lord including the Fimir so as to avoid any such reprisals he suffered.
With the Shadow Lord banished and trapped combined with Karios's abandonment left the Fimir as outcasts from the powerful gaze of the Chaos gods, while they retained the ability to summon daemons and channel the energies of Chaos they did so without being blessed by the Chaos Gods.
With the Old Ones on longer present and the hordes of Chaos defeated the Fimir built fledgling civilisations across the Western Warhammer World, the pinnacles of these where forged on the isle of Albion and on the lush and plentiful grasslands surrounding the estuary of the great River Riek where they were able to prosper. Sadly such prosperity was not to last as the tale of the Fimir is one of misery and suffering.
The coming of the Rat like Skaven was to be the greatest plight for the Cyclopean Fimir race and with them came forth the Great Skaven wars as they two civilisations battled for resources and diabolic artefacts. The Fimir called forth Daemonic forces, calling forth Daemons into the mortal realm or binding Daemons into elemental golems animating them to serve there will these battled with the Skaven's raw sorcery as well they arcane machines these sorceries created. The Fimir's warriors were far superior to those of the Skaven but each loss they suffered was not readily replaced especially when compared to the unending hordes of the fast breeding rats. For decades there forces raged war, neither side gaining advantage for long while constantly the unleashed Chaotic powers rent the skies and altered the land. Eventually though the horns Seers of the Skaven developed a plan in which to deal a fatal blow in the conflict and they were able to create a apocalyptic blight which not only left the Fimir lands devastated and cursed rendered the Fimir females infertile an act that left them on the verge of extinction.
Defeated, outcast and ruined the Fimir were forced to hide in the depths of the Chaos tainted mash lands the Blight had created, hiding seeking a way to counteract the Skavens dire curse. Eventually they found that they could use the female of other sentient humanoid species to breed with and even though it more often than not created a lesser Fimir breed it provided them a way to survive clinging at the edges of civilisation.
Well that is the basic overview I have so much more depth I can add, as well as filling out the time line details and adding modern events. This is before looking into the cultural and religious aspects, their societies and civilisation as well as how they interact with daemons, pacts, elemental's and there attempts to free the Shadow Lord and help him gather power once more in the Warhammer World. Anyway I would greatly appreciate any feedback and ideas if you have the time...