Well I'm not huge up on the WF side (only having read like 5 books), but I know that there's several books and things that have vague hints about the future of the 40k universe.
for example: the Commissar Cain series is a set of memoires he wrote that have been compiled to make a story rather than random bunch of ramblings by his Inquisitor buddy Amberly. They dont talk about any details after the black crusade, but the fact that it's been compiled afterwards means that apparently someone is still alive right? Oh, and it indicates in the first book that he survived long enough to die of too much good living or something, so the black crusade didn't kill him ether.
I've also seen snippets and quotes (you know the kind GW loves to use) that have been atrubuted to sources dated up to 150 M42 (that would be year 41150, and dont quote me on that number, it might have been 157 or something)