From http://www.scholaprogenium.com/timeline.html

723.M36-736.M36 — Free Captain Haarlock undertakes the Great Voyage, which discovers the Calyx Expanse

945.M36 — The Nemesis Incident

322.M39 — Angevin Crusade begins

The Storm Warden homeworld is given as Sacris, in the Calixis Sector and wasn't described as having changed during the Nemesis Incident. So is it a case the Storm Wardens were only based on Sacris for a century? Chapters have been known to change their homeworlds (if rarely) and a recently discovered expanse may have drawn the attention of the chapter, whether they were new or old. On the idea that the Storm Wardens were a relatively new chapter, the Cursed Founding was also in M.36. Perhaps the Storm Wardens are a lesser known branch of that founding, which would tie into the theory they are loyalist World Eaters (not my thinking, but it is possible).

There is also the question of how much the Deathwatch knows of the chapter, assuming the Deathwatch would be one of the first Astartes groups to likely begin operations in Calyx and to have known about it before Haarlock officially found it. Perhaps some watch station or fortress within Calixis holds the key to unravelling the Nemesis Incident?

Putting them as part of the Cursed Founding makes sense. Something about the Wardens has always struck me as young, as far as chapters go. I like the idea of Wardens as loyalist World Eaters, though White Scars successors also works for me. Plus, the Nemesis Incident works as an example of the Curse. Perhaps there's new information on it in Honor the Chapter. Something that's always struck me as odd is the name of the incident. Could it possibly have something to do with the Grey Knights? Expunging and sealing records, as well as mind-wipes and the removal of witnesses, fits the protocol of the Knights, and I can't think of anything else in 40K that uses the word nemesis as much as the Knights, though I could be wrong. Perhaps a large-scale Chaos incursion that required cooperation with the Knights, and the aftermath was a deal to allow the rest of the Wardens to survive?

I do like the idea of there being information in a Calixian Watch Fortress or Station about the Incident.

A chaos/grey knights scenario is plausible methinks. That said, it would have to have been something of status quo-shattering importance. Space marine chapters have fought entire wars against daemon primarches, traitor marines and daemons without nearly as many consequences. Perhaps the Storm Wardens were in the wrong place at the wrong time and witnessed something truly horrendous act or learned an abominable truth. Or they got unlucky and a particularly paranoid Grandmaster convinced them of the need for total secrecy.

An idea comes to mind. The Storm Wardens encountered the direct results of time travel. And secretly met with the Ordo Chronus. The mere existence of controlled time travel (worst case) would be a secret worth keeping even above the existence of daemons.

Another theory about the primarch matter comes to mind. Perhaps the blanket secrecy is in itself a red herring in order to hide the "real mystery", whatever that may be. There will always be a handful of inquisitive marines in any chapter who are interested in finding the truth. So why not give them more leads and matters to be curious about than they can ever find time to research, especially with the life of an astartes? The idea of uncovering who the unknown primarch is would alone occupy the minds of many marines.