The Dark Crystal/WMG

The World of the Dark Crystal is the Homeworld of the Lords of Change.
Just look at the physical appearances of the Skeksis and compare them with Tzeentch's Lords of Change from Warhammer. They also both have a fondness of court intrigue and plotting. It also wouldn't be too hard to see that the planet is one within the Eye of Terror.
 * So, are Garthim Chaos Marines then?
 * Since we are dealing with Tzeentch's minions, the Garthim are probably the equivalent of the Thousand Sons' Rubric Marines: empty armor containing a trapped soul. They are described as "living suits that are still capable of fighting and receiving orders from their masters and with no fear and no will of their own they make perfect bodyguards and guardians." Sounds like a Garthim.

The Skeksis discovered wormhole travel at some point in the past.
This was obviously when they were far more numerous, and was no doubt one of SkekTek's masterpieces: unfortunately, the Skeksis pioneers that entered the wormhole never reported back, so the Emperor had the project discontinued. However, unbeknowst to him, they actually had arrived on a planet in the Farscape universe. Pausing only to officially rename themselves the Halosians, they then raided the local spaceport, took the best-armed of all the ships docked there, and flew off into the Uncharted Territories to carry on with their lifestyle of conquest and backstabbery.

The Skeksis did some extensive remodeling to the castle to cover up the old style
This is what falls apart off the castle at the end

The final shot of the castle surrounded by lush landscape is years after the climax
For those of us who don't buy the vegetation suddenly appearing outside.

The Ur Skeks are K-Paxians.
They left the planet via beams of light at the end...