I liked Space Hulk: Deathwing. Not sure what the general Warhammer 40k perception is on the game, but its a pretty fun coop shooter that has exactly what I was looking for. Plus its usually on sale on Steam.

Now, I am not a Warhammer superfan. I don’t know any lore except that pretty much everyone commits literal warcrimes on an hourly basis and everything is incredibly aggressive. I know some stuff like the Ultra Marines and a little about humans in the time, but I would say I am so on the outside of the fandom I must look like a casual to a casual Warhammer enjoyer. Maybes that’s why I liked it, who knows?