Hammer of Daemons by Ben Counter
When the forces of the Imperium are defeated by Chaos, Grey Knight Alaric is captured and taken back to a daemon world in the Eye of Terror. Stripped of his armour and weapons, he is forced to fight as a gladiator for his daemonic masters, who worship their god Khorne with endless slaughter. Can our hero find a way to escape before he is either killed or turned into a monster himself?