I know other people have talked about this, but I was thinking today (while writing "Mother" pt. 2 of all things) about Sanguinius, and the weight he carries upon his grand shoulders.
Sanguinius is the golden child. He's the one everyone points to and says "Him, he's the standard we all should live up to. He is perfection. He is The Great Angel."
He's beautiful, warm, and kind, with a mixture of both intelligence and wisdom that makes him the perfect leader. Everyone looks up to him- even some of his brothers (whether they admit it aloud or not).
He is talented in so many ways, and the image of him with his great wings is so wonderous that no one could ever forget. Even if history was destroyed, Sanguinius would remain in humanity's memory.
He knows this. He carries this with him every day.
Sanguinius holds the impossible weight of even more impossible expectations and somehow still manages to succeed. And that only makes the weight heavier.
He has the love of his father and brothers, but these burdens cannot be shared. He cannot show himself to be weaker or Less Than, simply because he cannot be those things.
No one can see the edges of darkness that occasionally eat at him. No one can see the way he curls into himself when he's alone and struggles to breathe. No one can see how he pulls his own feathers out when overly stressed or anxious.
They cannot see how badly his thirst for blood truly is. And how he fears that if he lets go, his sons will let go, and he cannot have that happen. He cannot disappoint everyone like that.
Because their failure is his failure, and Sanguinius does not fail.
Anyway, this all came from the idea that Sanguinius has panic attacks and would be the absolute hardest primarch to get to open up and be "himself" because he doesn't even really know who that is anymore.
He wears his mask of perfection every day and if he ever let it slip, he's left believing that the Empire would fall.