So the Harlequins plan to get Cegorach back into the game as a twist/endgame plan, maybe faster/ more effective at taking out Slaanesh than the Craftworlders? Or am I mistaken
The Harlequins play a significant role in the recent emergence of Ynnead. Which to be precise does not exist as god yet, but his avatar is running around and the Yvraine as his high priestess does some borderline miracles on occasion (like resurrecting people without all the dark/negative energy cost of the Drukhari Haemunculi or the divine intervention that Chaos Champions enjoy on occasion).
Summary is that,
a) There has been a sealed tome in the Black Libary that has been gradually unsealing as the 41st Millenium drew to a close. The Shadowseers (Harlequin specialist psykers) from various Masques (basically Harlequin Factions) have read it and then split up. Speculation is that said book contains a master plan to defeat Chaos.
b) One Masque has been supporting Eldrad Ulthran of Craftworld Ulthwé (they are big on prophecies, even by Asuryani standards) in his efforts to bring about the birth Ynnead earlier than the prophecy actually said (tl;dr: All Aeldari would have had to die first for the new god to be born and do battle with Chaos). That attempt backfired because the Imperial Inquisition got wind of the psykic buildup from the ritual that Eldrath was preparing and send a Space Marine Killteam to stop it. Despite being a backfire, this might actually accelerated the timetable on Ynnead's emergence.
c) Other Masques got involved in the plots surrounding the Gate of Khaine in Commorragh, the Capital of the Drukhari. The Gate of Khaine basically connects Commorragh to the Warp now, and as per now the only reason the Chaos Daemons haven't overun Commoragh yet is because the Overlord Vect keeps dumping the Webway-pocket universes of his rivals in their path (they didn't elevate him to a Dark Muse for nothing). The breaking of the seal on the Gate of Khaine conicided (causation unclear) with the death of the Yvraine and her subsequent rebirth.
d) Then there is the whole Kelmon's Last Prophecy-story; Kelmon Firesight was the chief Farseer of Craftworld Iyanden (the necromancy people) and responsible for the exile of Prince Yriel, but during the Tyranid Invasion of Iyanden Kelmon was unable to cast a prophecy that would save the Craftworld. Then a Harlequin Shadowseer, by name the same that hangs around the principals of the Gathering Storm-story arc later, steps up to him, snaps one of the prophetic runes in half and suddenly he is able to fortell a path out of the crisis, which involves Yriel coming back and picking up the Spear of Twilight... Now after the Gathering Storm, when Yriel died and was resurrected by the Ynnari, and the Spear of Twilight having been revealed to be a key Ynnari artifact, there is a bit of an open question how much that was preplanned.
As for Cegorach's presence, he is been here and there. However he is described as not being confrontational when it comes to his ability to survive the Slaanesh.
For one, he is basically part of all Harlequins, expect the Solitaire(s), as he protects their souls from going to Slaanesh when the Harlequins die (Craftworlders and Corsairs use Soulstones for that, the Exodites are linked with their World Spirits to the same effect, and among the Drukhari, if you are not powerful enough to affort being physcially resurrected again, you are too small time for anyone to care anyway). There is also some speculation regarding the identiy of various trickster figures, like the being Lady Malys, a principal rival of Vect, bargained her current heart and allegeded prophetic powers from. Even more since the C'Tan (basically the Necron Gods) The Trickster is MIA since the revision of the Necron fluff, which gave them more small scale characters. Cegorach usually ranks high among the usual suspects, along with the Chaos God Tzeentch and the Daemon known as the Masque of Slaanesh.
There used to be also Harlequin Avatar in the fluff but more recent iterations of the Harlequins have very blurred the lines in terms of personal idenity with regards to individual Harlequins. They are now more the role they play in their performances (and to the Harlequins everything is a performance) instead of distinct characters - it's very "taking the Method to a ridiculous degree". As such it is unclear if Cegorach actually physically walks around somewhere, but the Troupe Leaders are supposed to represent him.
ps. It is also noteworth that technically the Aeldari Gods Khaine and Isha are still around ... in a way.
Khaine was shatted into pieces by Slaanesh. The pieces became the Avatars of Khaine that accompany Asuryani armys as they go to war. They also have an overwhelming pyskic presence that drives all Aeldari into a murderous rage, even through the discipline of the Path. (The "broken into pieces"-part connects to some deep lore about the Aeldari Phoenix Lords and how they are immortal as gestalt beings, and that Arhra, by account of his Incubi followers "was shattered and absorbed" sometime that must be around M31 but is back in M41)
Isha is said to be a captive of the Chaos God Nurgle, who swept her up from Slaanesh because she is the Godess of Childbirth, Harvest, Healing and Motherhood. Nurgle is described as using her as part of his experiments to create the perfect plague. (That does sound like a story from Fantasy but it's been the Chaos Daemons' Codex for a while now)
Dark Eldar are the real remnant of the old Eldar empire, and they represent the vast majority of living Eldar. They live in a giant city in the webway (a network of stable subspace tunnels, not the Warp but not realspace) called Commoragh. They're absolutely ****ed up, but don't really give a **** about what goes on in realspace. They leave the webway for slaves and not much else. They don't get along with anyone else, including other Eldar.
In recent versions, the Druhkari actually cooperated more with their Craftworld kin - often mediated by the Harlequins.
They have been written to have send forces to help with Tyranid Invasion of Iyanden (because the Haemunculi were curious about Asuryani necromancy) and joined forces with Biel-Tan and Iyanden on the world known to the Imperium as Valedor, which was destroyed by planetkiller from Vect's personal arsenal (which he only surrendered to other Aledari because it required psyker to fire, and Vect doesn't have those).
But yeah, Drukhari soceity is basically assembly of Super Villians and wanna-be Super Villians constantly back-stabbing each other, when they are not out raiding realspace in order to quite literally gain one more day of existence by inflicting suffering upon others (this kind of empathic vampirism is basically all that is left of the psykic abilities).
How often has the lore around the Harlequins changed? What I recall reading about them quite some time back somewhat matched the description you gave to the Exodites, but the new explanation is, well, new to me. More precisely, I recall reading that the Harlequins were independent from the Craftworlds, and were basically somewhat of primitive Eldar settlers on various planets.
Harlequin fluff was not majorly changed, it has slightly expaned when the Harlequins got their own Codex in 7th Edition and were upgraded from "single squad as option for an Elite slot of a Craftworld Army" to "army in their own right". Although army might be stretching the definition a bit, still one of smallest books in terms of options.
The whole endgame "sealed tome with an endgame plan" is part of the 7th Edition additions.