It's his daemon horse mount he had in the Old World. The dark gods tested him(yet again) by sending their deadliest assassins that have been greatly blessed by each god to kill him.



Archaon slays them and has his daemon horse devour their remains. The dark gods blessings transferred to the already corrupted creature and it mutated furthur into a three-headed dragon. One head for each blessing (Slaanesh is MIA at this time so couldn't test him as well. To compensate, Archaon brings a shield with the dark prince's markings upon it to show his allegiance is still loyal.)