or maybe chaos is a universal thing and they're just really REALLY interested in our galaxy because of the big E or something.
Or maybe the same struggle of the 40k universe plays out in other ones, and humanity only thinks it's the focus of the struggle. I believe it's even said as much in something I've read. It's worth mentioning that what gets written as 40k canon by authors is as much them expressing an opinion about the universe as we are here.
Nah, the warp is limited to the galaxy, being made of the thoughts and souls of it's denizens.
Not according to Graham McNeil. The Warp is far broader than it's typically made out to be, and while it's composed of all the life and energy of the 40k universe, it's never said to stop there. Graham McNeil stops just short of making the Warp a bridge to the multiverse.
Do Orks have souls?
It's unclear. The only thing that seems sort of clear is that they're like Teflon for the Warp. Their energy and resonance doesn't end up there like it does for other living things, and they tend to be impermeable to the Warp, at least moreso than most living things. But they're not like people with the Pariah gene, who are psychic blanks, either.
All I can say is, if they do have souls, Ork Afterlife if they have one must be fucking bonkers. The scale at which they die is mindboggling. Maybe Gork and/or Mork just eat souls all day long, that's how Ork Heaven/Hell has enough room.