Dark eldar are actually no friend of Chaos since Slaanesh feeds on the souls of their dead. Unless a crazy renegade splinter of dark eldar decided that serving slaanesh would change is favor toward them. Cool thing about WH40k is generally its possible to explain almost anything and keep it fitting the fluff.
WH40K Campaign: The Call of Draatus
Ah, I musta misunderstood the Dark Eldar backstory. I thought their thing was they decided to serve chaos when the races split.
Common misconception. Apparently there is a sect of dark elves in fantasy that do something like that so people tend to get confused. Basically when Slaanesh started eating the souls of all eldar the Eldar put them in spirit stones to protect them while the dark eldar just let him constantly feast on their souls. They just steal souls from their victims to keep their own souls replenished. Again though I suppose it wouldn't be a large stretch of the imagination to say that a certain cult of dark eldar pledged themselves to Slaanesh in exchange for his mercy. Perhaps they are misguided and are still stealing souls hoping one day he will honor the pact. Maybe he agreed and they are protected from the curse as long as they serve him admirably or perhaps he will ultimately betray them when they serve their purpose. Either way it works if thats the army you want to play. More important than the fluff is whether or not you are having fun. We can make it work however we want.
At the very the least there is precedent in WH40k novels (Gaunt's Ghosts) of dark eldar working as mercenaries on behalf of Chaos.
This is also a true. Much like Orks the Dark Eldar are largely comprised of pirates and mercenaries who have been known to work for Chaos warbands and Chaos pirates.