Due to the conversion work, painting was very difficult. In order to fit the lady on his lap, I had to do a lot of culling and shaping. By the time they were finished, the whole thing had to be glued together and then painted as one huge chunk, which really made it difficult to get to the riders! That and the 6 legs worth of gold filigree really made it feel like a challenge.
Style-wise, I always thought it would be fun to try adding a sort of love-interest semi romantic edge to a Slaanesh model. I think I was also inspired the original art for the cover of the first Vanpire Hunter D novel, which I've always really liked. As far as actual lore is concerned, I imagine perhaps he fell in love with a noble noblewoman he took as a slave - unfortunately she didn't survive the warp energy she was exposed to in the eye of terror, so he clones her again and again, enjoying the sensations of both love and heartbreak as only his gene enhanced physiology and twisted mind can. Something like that anyway.
As far as the actual paint work is concerned, this is my regular Emperor's Children scheme. I've also been working on a Leviathan dreadnought for them, which I should be able to start painting soon.