Right, starting list of things to check:
- Does this only happen in custom battle, only in campaign, or both?
- Does this happen in custom battle when you avoid using marauder horsemen?
There basically seem to be two problems - firstly, the chaos marauder horsemen are bugged, secondly, the chaos generals (but not captains) have a problem (which I'm currently recommending people fix by making the general model the same as the lesser general model).