The Dark Crystal/WMG

The World of the Dark Crystal is the Homeworld of the Lords of Change.
Just look at the physical appearances of the Skeksis and compare them with Tzeentch's Lords of Change from Warhammer Fantasy Battle. They also both have a fondness of court intrigue and plotting. It also wouldn't be too hard to see that the planet is one within the Eye of Terror.
 * So, are Garthim Chaos Marines then?
 * Since we are dealing with Tzeentch's minions, the Garthim are probably the equivalent of the Thousand Sons' Rubric Marines: empty armor containing a trapped soul. They are described as "living suits that are still capable of fighting and receiving orders from their masters and with no fear and no will of their own they make perfect bodyguards and guardians." Sounds like a Garthim.

The Skeksis discovered wormhole travel at some point in the past.
This was obviously when they were far more numerous, and was no doubt one of SkekTek's masterpieces: unfortunately, the Skeksis pioneers that entered the wormhole never reported back, so the Emperor had the project discontinued. However, unbeknowst to him, they actually had arrived on a planet in the Farscape universe. Pausing only to officially rename themselves the Halosians, they then raided the local spaceport, took the best-armed of all the ships docked there, and flew off into the Uncharted Territories to carry on with their lifestyle of conquest and backstabbery.

The Skeksis did some extensive remodeling to the castle to cover up the old style
This is what falls apart off the castle at the end

The final shot of the castle surrounded by lush landscape is years after the climax
For those of us who don't buy the vegetation suddenly appearing outside.

The Ur Skeks are K-Paxians.
They left the planet via beams of light at the end...

Jen was never The Chosen One; Kira was
The prophecy only states "by gelfling hands", and technically, Jen was the one whose hands healed the Crystal, but other than that, his heroic and epic deeds in the movie were lacking, bordering somewhere between Idiot Hero and flat-out Useless Protagonist. Kira, on the other hand? She saved Jen from quicksand, sniped a Crystal Bat that was spying on them (failing, of course, but she gets an A for effort), finds the shard after Jen throws it away and figures out why it's so important, convinces Jen not to trust the Chamberlain (even though it was kind of obvious he shouldn't have), knew where the castle was, summons a group of beasts who not only take them there but  literally kill themselves to protect her and Jen, saves them both from falling to their doom, kills the Scientist by herself (well, with the help of the animals he's holding prisoner) biting his hand when he tries to quiet her, and finally recovers the shard and throws it to Jen after his butterfingers drops it, getting herself stabbed in the process. Put all that together, and it kind of makes you wonder just who the prophesied hero actually was.