I still maintain one of the missing primarch was female, and likely the invisible Primarche.
Because her geneseed was different from the other primarch, it was much more troublesome to implant. Her legion was thus much smaller than the other, and was primarily made up of women. After the heresy, the decision was made not to pursue this geneseed line further. After all, nearly half of the good and stable geneseed rebelled for chaos. It was decided what was left of her legion after the heresy was allowed to die out. The Primarche assented to this with a proviso, that should a way be found to stabilize the geneseed, and then her legion would be resurrected. Until then, all records of their existence would be expunged and the agreement was lost in the depths of the hall of records. Or perhaps there was never any intent to resurrect this legion and their record was expunged forever.
With her remaining legionnaires, she settled on the world of San Leon and started the martial training of women, waiting for the day the recruits could be implanted with their Primarche's geneseed. However, as the decades passed the Primarche soon became impatient and left San Leon to search for means to resurrect her legion. Being invisible, she was thus able to travel and work unseen. On San Leon, the years, decades and centuries passed until all that outward remain of those she left behind and their link to the Emperor was their name, the Daughters of the Emperor.
In the Age of Apostasy, the Daughters of the Emperor superiority was recognized and were recruited by Gore Vandire as Brides of the Emperor.
"Once more the Imperial Palace came under attack, though this time from forces loyal to the Emperor. For months, the walls of the palace withstood every assault until at last the Adeptus Custodes, the praetorian guard of the Emperor himself, sought out Alicia Dominca, the leader of the Brides of the Emperor and her most trusted companions. The Custodes took them before the Emperor, though what occurred there remains unknown. When they emerged from the bowels of the palace they renounced the name of Brides in favour of their original title of Daughters of the Emperor, and marched with barely-controlled fury to Vandire's audience chamber.
Codex: Witch Hunters
The Emperor remained in stasis, but at the foot of the Golden Throne the missing primarche revealed herself as both a Primarch and the primogenitor of the Daughters of the Emperor legion. During her travels and search, she came to understand the futility of trying to resurrect her legion using geneseed implant, for both political and scientific reasons. But she also understood that the power of the emperor lies not only in his physical prowess, manifested in his genes passed onto his primarchs. His powers also manifested themselves through faith, and this would be how she would resurrect her legion. This too was revealed to Alicia; she found this truth was undeniable both from ancient lore of the Daughters of the Emperor and from the power wielded by the Primarche.
It is believed that she has manifested herself both before and after the Age of Apostasy in the form of living saints. Though not all such manifestations are of the Primarche herself.
Also read: the Lost Legions