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Enter the Herald of Khorne, astride a Juggernaut to be able to keep up with his charges. Alternatively, this guy can just as easilly represent a Chaos Lord on a Daemonic Mount.
While Beasts and Cavalry do interact a little differently with Difficult Terrain, they behave similarly enough that potential issues are easily avoided with a little forethought.
The model above is kitbashed from a number of different kits. The Juggernaut itself, the rider's legs and right arms (See below!) are from the Skullcrushers. The rider's head, torso, backpack and shoulder guards comes from CSMs Possessed. The final bit is the left arm, which comes from the Blood Throne.
While the initial idea is to run the model with an Axe of Khorne, I have made a little effort in magnetizing the right arm to allow for multiple weapon options...