When deciding how to do my daemons, because Tzeentch is so varied and changeable, one of my friends suggested, “make them all fleshy and gross.”
Then I decided, “if they are just amorphous blobs of flesh, why do they need eyes?”
The in-universe idea behind my daemons is that, as a part of the god of change and magic, their default state is a formless mass of flesh and bits (gross), and that instead of having a body or whatever, they simply form whatever limb they need in that exact moment, then let it return to changing formless nothing.
Of course, I’m using (for the most part) actual 40k daemon models, so they don’t quite achieve that horrifying shapeless horror look, but I did go ahead and cover over all their eyes to add that extra touch of unknowable horror to them.
I’ve carried this theme throughout the army, and no model in my army has eyes in its head. The eyes that do appear in other places (such as on the screamers, or various places on lords of change) are milky and white and blind.