So after a few days the remaining bits turned up and I was able to finish off a Deathwheel Squadron:

I must admit, the design for these is completely ripped off from Cthulhu_gump's, shown
here. I'd have liked to be a bit more creative, but I couldn't find enough suitable parts in my bits box(es), so in the end I just went with the straight-up steal. The only major difference is that I haven't added the ring of spikes. I haven't really gone for much in the way of spikes on this army, so they might well have looked out of place anyway.
I would have gone with a full Squadron of three, but only had enough tracks for two. I may add a third at some later date, or I may not. Who knows?
Having done lots of exciting War Engines, it was now time to knuckle down and get some more infantry done. First up, a detachment of Havocs:

The Rhinos were actually painted back in September, as I had a few spares.
Following those, another Retinue, which makes the army legal again:

For now there aren't any Rhinos for these guys; they'll have to slog it out on foot. I've included both a Lord and Sorcerer Lord for the retinue, and an option for an Icon Bearer. No Champion, though, as I'm out of Space Marine Chaplains to convert them from.
I also have another four stands of Flamers, bringing the total up to twelve:

Finally, I added this squadron of Hellblade fighters:

These brought the new points total of the army up to 8,065, not including Daemonic pacts (which would be allocated on a game-by-game basis).
The next thing to add will be a Daemon Prince. I tried to convert one out of an Imperial Robot and a Chaos Terminator, but it came out looking fairly poor, so I'm going to use a Warmaster one instead. After that, though, I'm not sure.
The obvious thing that's missing is a Warplord Titan. I'd certainly like to do one, but that would mean that my army would be more than 1/3 War Engines. Now, admittedly, it's very unlikely that I'll ever actually be using the whole army at once in a game, but I still like to know that in theory at least, I not only have however many points' worth of stuff, but that I actually have a legal army at that points value. So it might be worth doing some other stuff before adding the Warplord.
An armoured company of Chaos Predators is another possibility, but presents a challenge in terms of models. I'm keen to stick with E40k-era models or older for the AVs in this army, keeping the current vehicle designs for an Imperial SM army should I ever get around to doing one. I'm also keen for all the models to be equipped with the weapons that the rules say that they have. This will make putting together a company of eight Predators difficult.
So I'm not sure yet. But at just over 8,000 points, I'm fairly happy with the army as it is for now anyway. Once I've got the Daemon Prince done, I might see about doing some new whole-army shots.