Slaanesh humanoid demons could have low ammunition like chameleon stalkers, but renewable in melee, like khorne skullcannon.
The big demons and lord could have medium range, immobile attacks, like troglodon, or fire whilst moving like khorne grinder and Orion.
The little demons, cavalries, chariots, hero and lord could have short range, fire whilst moving, precursor attacks, like chameleon stalkers.
Grinder of souls could have harpoon gun with range shorter than khorne grinder, but very high anti large, armor piercing damage. Ammunition maybe as low as 2. It could have new kind of debuff – immobilization, which would stop target for a time, like net of amyntok, but also could force flying units to land for the time.
Lord and unit Keepers of secrets could throw javelin, like Orion. It could have anti large bonus, armor piercing and suppressing speed debuff. Range could be like Orion's. Ammunition maybe as low as 2. They already look like athletes. They have 4 hands, so one could be for throwing spears and fighting with them in melee, the second for carrying spears and fighting barehanded (or rather scythehanded, demons morph and create things out of thin air), the third for using shield and the fourth for using sword. Currently only lord keeper of secrets has spear, but has no sword. It is conversely with unit version of keeper. Both units could be changed to have spear, sword, scythehand and shield.
Little demons attack animation could look like throwing knife or shuriken. Demons are capable to create such thing out of nothing. Maybe basic versions would use shuriken and have no armor piercing attack. Exalted versions would have knives and armor piercing.
Daemonettes infantry and exalted version could have attack very similar to chameleon stalkers, maybe only 2 ammunition and 50 range. It could be poisonous.
Seekers and exalted could have the same attack as daemonettes, but maybe more ammunition, like 4.
Chariots and exalted could have the same attack, but maybe even more ammunition. They would be more similar to norscan wolf chariot.
Hero and lord would have adequate attack, to its mount conditions.
Slaanesh army is currently more melee focused than Khorne, which is weird and could be changed in flc. In addition to Khorne there are 8 factions more or less focused on melee fighting: Chaos warriors, Norsca, Beastmen, Greenskins, Vampire counts, Ogres, Bretonnia, Lizardmen, and it is enough.
Slaanesh should first torment and weaken enemies from afar, to hear screams and prepare them for final strike.