Warhammer 40K II

[Spacewolf]

Nope, two of the Primarchs weren't discovered after being scattered to the warp. In fact, Horus only makes mention of them in a Chaos induced dream.

ok this next bit is for the people who like fluff

In every listing of the 20 legions in Imperial records, legions II and XI are stated as having "all records expunged from the library". Considering that the traitor legions are simply listed as excommunicate traitoris but still included in these same lists would mean that the records were deleted deliberately and for a reason only known by those who perpetrated the action.
Of the various abilities possessed by the primarchs, one was "invisibility".
If this is taken literally, this presumably refers to one of the missing primarchs, as invisibility is not a power possessed by those known.
The Emperor met each primarch in turn, and each primarch had risen to a position of authority within the cultures they had found themselves in.
20 Legions took part in the Great Crusade, each led by their own primarch.
Alpharius was known to be the last Primarch to be found, a fact which even earned him the nickname "The Last". This suggests that all the other primarchs had been found already.
20 statues of the primarchs were erected in the Imperial Palace on Terra. By the time of the Horus Heresy, plinths II and XI "...had been vacant for a long time. No-one ever spoke of those two absent brothers [and] their separate tragedies."
This suggests that the two unknown primarchs had been found previously and that something tragic had happened. The two primarchs were "absent" but not referred as "dead".
All primarchs were tempted by Chaos predations, and "fully half" of them failed that test.
This suggests that possibly 10 primarchs were, in some way, corrupted by Chaos influences. The known traitors are nine (Fulgrim, Perturabo, Konrad Curze, Angron, Mortarion, Magnus, Horus, Lorgar, and Alpharius). Whether an additional primarch was corrupted or not is unclear.
Horus convinced "no less than 9" Space Marine Legions to side with him at the onset of the Heresy, a number also referred to as "fully half" of the legions. When he assaulted Terra, this number was given as 9.
This also implies, but does not categorically states, that the 9 known traitor legions are all of the legions that followed him into rebellion and that 18 legions were the total number of legions active at the time. A passage detailing Horus' plans for the various legions at the outset of the Heresy mentions by name all 18 known legions.
"Of the original 20 Primarchs only 9 survived the Horus Heresy. The remainder were either killed in the fighting or fled...into the Eye of Terror."
It is currently accepted that 3 Primarchs died during the Heresy (Ferrus Manus, Sanguinius, and Horus) and 6 are known to have fled into the Eye of Terror (Fulgrim, Perturabo, Angron, Mortarion, Magnus, and Lorgar). The fates of the other 11 are open to multiple interpretations.
Two traitors, Kurze and Alpharius, did not flee into the Eye of Terror and were killed later on. 7 loyal primarchs seem to have survived. It is possible that Kurze and Alpharius were counted as part of the 9 survivors.