I've run Varanguard in a Tzeentch list before and honestly they're not great. I wanted a combat punch but they're super pricey and anti-synergistic with a pure Tzeentch list. The Sorc Lord also, as far as I know, doesn't get access to the lores of Tzeentch (though I could be wrong on this).
I'd look at including either Skyfires or Enlightened and a Shaman to back them up. Skyfires are, as mentioned upthread, deceptively great in combat (probably better than Enlightened because their re-rolls trigger when they strike first, which is easily dictated given their speed). You're also accumulating more fate points if you include another wizard.