I can't seem to find any regarding canon material on either group of Xenos. Implications are that most (heretical) information has been stricken from Imperial record!
I like the idea of one or both of them being mysterious and vague; it makes them seem far more sinister. I may add some surviving Egarian city or planet in my game. I was wondering, however, if I need to create the species from scratch. Most material relates that the Yu'vath (of the Calixis Sector) corrupted the Egarians which somehow lead to their disappearance / extinction. Also, all that remains of the Egarian Empire are their maze cities and various bits of creepy, cool technology.
I'm extrapolating a hybrid of the Grays (of X Files and UFO folklore) with worhshippers of Tzeentch. Seems like a natual fit; shifting urban mazes, flying disks, flashing multi-colored lights, telepathy, fiendish abductions, lost time, anal probing, cattle mutilations, and intricate, inscrutable motives and plots.