Not here to comment on the story, it was kinda interesting, but I didn't get the chilling eldritch vibe that I get when I read of the Cthulhu Mythos.
As to the grimdark having read a lot of warhammer 40K fiction I can venture an opinion, but I am by no means an expert. The Black Library has a lot of authors writing in that universe so its not easy to point at the universe and say this is grimdark, even with the tagline. In Ultramarines you see the heroism of the Space Marines, but Graham McNeill has a difficult time getting across the horror and corruption of Chaos, even when the main character is trapped on a demon world the descriptions are graphic, but there is no....substance to them.
In contrast is Sandy Mitchell's Ciahpas Cain which is a rollicking tale about a commissar of the Imperial Guard the epitome of the grimdark universe, except it turns out he is just a regular guy who likes his comforts and would be quite happy sitting out the whole war nursing a drink and an artillery regiment far behind the frontlines. Oh course he doesn't get to do that, because that wopuld be quite boring, instead he gets thrown into the thick of things despite his best efforts and we get a good taste of some fantastic wit and sarcasm.
Those are just two examples, but overall I don't think Warhammer is the real grimdark.
No grimdark is where the heroes are few and far between and the characters you fall in love with are the anti-heroes. Men like Sandor Clegane and Tyrion Lannister to whom life has dealt a shitty hand, but they make do with what they have. It is the horror and revulsion you feel towards Ramsey Snow, not for torturing Theon Greyjoy, but breaking him. So GRRM is a good example of grimdark, hell its literally his name
Another good author who I feel does the grimdark genre justice is Stephen Eriksson, his Tales of the Malazan Book of the Fallen is packed with anti-heroes who are reluctant heroes at best and quite happy to put a crossbow bolt between the villain's eyes in the middle of a monologue.
This is what grimdark is, not the shiny hero, but the career soldier with the trenching tool who knows winning is about fighting dirtier than your opponent.