Some of the take-aways here are that A) horror stories really lend themselves to audio book readings and B) WarHammer stories do this in triplicate, since they give the authors and readers license to take everything to an extreme and really reap the full benefits of the audio medium. I basically all of these stories, even though they did have a certain sameness after a while (hint: basically everyone dies). Despite this similarity these stories mostly distinguished themselves by enlivening and embroidering their tale far beyond the point a less skillful or enthusiastic team would, and in really just going whole hog with the horror of the different situations. In more detail:
Perdition's Flame: Too angry to die! I'm not 100% sure what was going on here but I enjoyed the squelchy ride. I think there was some more detailed WarHammer lore I was supposed to know which would have made the ending make more sense? (Edit: after further research, the lore is that some GamesWorkshop folks saw GhostRider and thought "That is cool, that should be part of our setting".) But I am always here for a Nurgle story. *heart_emote*
The Way Out: Too cold to die! A fairly straightforward but also quick and varied murder fest, as a crippled ship's crew goes from bad to worse.
The Wicked and the Mad: You have an overzealous commissar (Mad; also the weakest story as it was a bit too long), a soldier haunted by the black deed she committed (Wicked; with a genuinely scary ghost and a brilliantly realized ship and ship's company (also a great narrator)), and then the final story which is sort of WarHammer meets Alien, where a Lvl 1 priest goes up against the steadily mutating warp beast that is stalking the station (Mildly wicked? the main character is not a moral exemplar, but also holy shit was he out of his depth).
Reverie: WarHammer meets Annihilation; an audio book about a gate to the Warp that is slowly infecting and subverting the land around it. Has fan-favorite themes of symbolic contagion, revelatory texts written by madmen, reality slips, time slips, time loops, reincarnation, and bodily liberation. I liked it. It suffers from a common Warhammer problem of being about 30% too long, but if it had sharpened the story up a bit and made the structure of the story a few increments weirder, I think it would have been genuinely excellent rather than just good.
Sepulturum: By far the weakest of the set. The general description is that it's a Walking Dead type series of adventures in a hive city, as survivors of a zemi-zombie plague deal with the undead and each other. The story is undercut by A) the plot makes no fucking sense, B) mixing random elements and themes in ways that make no sense, and C) being too long. The narrator was fine at her job, but for some inexplicable reason there was no indication of when the PoV changes. From one sentence to the next, the meaning of "I" changes and you have to figure out from context that they have moved on to a different thread in the narrative. This was particularly confusing the first few times it happens! To add to the oddness, the narrator does say the chapter headings like normal, it is only the breaks inside of a chapter that are nulled out.