At the end of Throne of Lies the Night Lords find what they were looking for, a hololithic recording of the last moments of their primarch and genefather. An army of supersoldier Grimdark Batman-on-crack actually weep.
The fact that an entire army of the normally fractious and divisive Night Lords united for the sake of their dead Primarch is also heartwarming in itself.
In Soul Hunter the human navigator Octavia is being tortured (and its heavily implied more than tortured) by a bunch of prisoners liberated by the Black Legion. All the prisoners hear is a heavy footfall, nothing faster then a sedate walking pace. Octavia smiles and says "he's coming for me". Talos is calmly walking down the hall massacring anyone who is stupid enough to get in his way. Why? Because she's his slave and he always protects his slaves. It's heartwarming in context.
What he does to the prisoners is a Crowning Moment of Awesome. It isn't nice. At all.
In Blood Reaver, when Octavia is in Septimus' room, she finds a number of pictures Septimus had drawn of her.
In Blood Reaver Talos needs to undergo an extremely complex surgical operation to save his life after being wounded multiple times. He voxes some of his squad to restrain him so his spasms don't endanger the chances of success, and calls upon Cyrion, Mercutian at first, and then, after a moment of thought, summons Xarl, realising he actually trusts him. Considering they are all heretic astartes and of the Night Lords, this is a huge deal.
Void Stalker contains arguably one of the most heartwarming moments in all of 40k. When Talos and First Claw descend to Tsagualsa to battle the Eldar he sends Septimus and Octavia away with Variel and Deltrian, but the two of them return to try and help him and actually do save him from Jain Zar. He then releases them from his service and tells them to go back to the Imperium, since Octavia is a Navigator and therefore has real value they will be safe there, and they actually make it along with the slave Marlonah who is the subject of another two heartwarming moments. The epilogue implies that Septimus and Octavia, now Coreth and Eurydice once more, are being taken back to the Navigator's Compound on Terra where they will be safe and can raise their child together. A romance in 40k that actually had a happy ending despite all the darkness. Though there is the possibility that Variel tracked them down and stole their son who would become Decimus, Prophet of the Eighth Legion, there are factors that support and do not support this theory and so the answer is up to the reader. This troper prefers to think they got a happy ending.
This troper does not think that it is even possible that Decimus is the son of Septimus and Octavia for several reasons. The first is that by the end of Void Stalker the eponymous two are safely in Imperial custody and Variel is the sole survivor of 10th Company, bar Lucoryphus and the absent Atramentar, and has no way of knowing where they are, where they might be going, where he could start looking, what their real names are, or even if they are alive. It's an immense galaxy, the author has said so himself, and Variel is going to find two specific people in it on his own?? I don't think it's even remotely possible. Second; Octavia is a Navigator and therefore, as Talos said, is of value to the Imperium, which means that they will actually make an effort to get her home safely, and where is home for Navigators?? Terra. The Throneworld. If Variel were one of the spymasters known as the Alpha Legion I might buy that he could find them there and take their child but he isn't, he has nowhere near the level of skill and resources that it would take to land on Terra undetected, abduct a child of a Navigator which regardless of being a Navigator or not would be in one of the most heavily guarded places in the entire Imperium and escape cleanly. Third; Any child of Septimus and Octavia would be human yes, but it would have clear Navigator genes which would likely make it impossible for the boy, or girl (can't remember if it was confirmed to be a boy), to be genetically compatible as an Adeptus Astartes candidate. And finally Fourth; Decimus' name, in this troper's opinion, has nothing to do with Septimus or Octavia. It has everything to do with the 10th Company, he is the embodiment of those fallen heroes [YMMV on that] and is the culmination of the sacrifice of 10th Company, and more specifically of First Claw. Hence why he wears their wargear in a mix-and-match pattern, he is what they all fought and died for. A true leader for the Night Lords Legion, what Talos either could not become or did not want to become. Which in itself is a Heartwarming Moment, Talos and the others gave their lives and Decimus is the result. They did more good for the Legion in their deaths than any other Night Lord ever did with their entire lives.
One scene has Talos and Cyrion taking a drop pod by hurling slaves out of it. Talos is about to grab the last one, a menial named Marlonah, when he recognizes her as a slave who was wounded in the Genesis Chapter attack and only received a life-saving bionic because Septimus vouched for her. He then lets her stay and shares the drop pod with her.
Later on Marlonah is alone and about to be killed by the Eldar when Malcharion saves her and actually guides her out of the tomb and tells her where she needs to go to find safety. She gets away with Septimus and Octavia. Malcharion even lampshades how little glory there is in saving her, yet he still does it anyway:
Malcharion: My chronicle already ends in glory. Captain Malcharion, reborn in unbreakable iron, slaying Raguel the suffer of the Ninth Legion for the second time, before at last passing into eternal slumber. That is a fine legend, is it not? Marlonah: Yes, Lord. Malacharion: Who would ruin their legend with one last, untold tale? Who would cast aside the slaughter of an imperial hero in favour of saving a single human from death in the infinite dark?
There's a small moment between Talos and Variel before the former leads 10th company to Tsagualsa for their final stand. Talos orders Variel to make sure that the 10th's geneseed and relics make it back to other Night Lords.
'You cannot stand with us on Tsagualsa.' That made him stop. Variel’s eyes -– ice-blue to Talos’s black –- lifted in a slow, sterile stare. 'You tell a hilarious jest,' the Flayer said, utterly without warmth. 'No jest, Variel. You are holding the key to a significant piece of the legion's future. I am sending you away before the battle. Deltrian's ship is capable of warp flight. You'll be going with him, as will your equipment and your work.' 'No.' 'This is not a debate, brother.' 'No.' Variel tore the flayed skin from his pauldron, revealing the winged skull beneath. The symbol of the Eighth Legion stared back at Talos with hollow eye sockets. 'I wear the winged skull of Nostramo, the same as you. I will fight and die with you, on that worthless little world.' 'You owe me nothing, Variel. Not anymore.' For once, Variel looked close to stunned. "Owe you? Owe you? Is that how you see our brotherhood? A series of favours to be repaid? I owe you nothing. I will stand with you because we are both Eighth Legion. Brothers, Talos. Brothers unto death.'
Sevatar's determination to get to the Invincible Reason by any means possible; while he's a borderline sociopath, his duty to his primarch and his company are more than enough for him to risk certain death in the void.
In a similar vein, when he escapes custody to punish the men who maimed the young astropath girl who showed him kindness INSTEAD of escaping whilst he had the chance. This is a self-confessed mass-murdering combat sadist; the same Astartes who flayed people alive and whole heartedly endorsed the destruction of Nostramo. He doesn't even go on a rampage along the way to the Astropath's chamber and once he's finished he willingly goes back into Dark Angel's custody. It's a twisted kind of heart-warming but it's definitely there.