My picks for contenders in this space are:
Angron - forever a slave, betrayed repeatedly by "family" forced to continue broken and hopeless until he got turned (fully) into a mindless rage monster.
Alpharius/Omeagon - cared about the outcome for humanity (over their commitment to the imperium) but due to their compulsive behaviour to do things in the most clever or secretive way possible their legion has been lost (in terms of actual direction) for 10k years and he lost half his soul when Dorn killed A. Seen as traitors by both sides.
Magnus - this one feels tricky. Because the whole way he is written pushes the case that he is a super unreliable narrator (to the point that an almost baseline human noticed inconsistency in the tale Magnus was telling about his origins).
But like... everything he has done seemed (from his point of view) entirely necessary.
And if the Emperor had shared a "little" bit more about the webway project (like... just enough to explain the psychic shields that he was erecting around Terra and that comms would be slow as a result... and to not fuck with that) then Magnus would have potentially managed to "do nothing" correctly.
And it feels to me like Magnus has the most mind/reality warping shit being done to him by the Ruinous Powers. Like... he doesn't seem to remember all the details about the deal he made to save his sons.
He misremebers multiple events that we see from other peoples POV.
Russ - tricked by Horus into a campaign of destruction against Magnus. Failed to kill Horus. Missed the seige of Terra. The more information that Russ gets after events the heavier the burden of his failures become.
No wonder he went to sleep for millennia.
The Lion - super loyal mega genius suffers repeated failures because he's so autistic that he has no way of reading how his men are actually feeling. Misjudged which of his brothers are trustworthy (first trusting Perty when he shouldn't, then being super suspicious of G-man whe the dude was trying to hold what was left together).
Like Konrad, his home planet rebelled against him personally.
Pretty major failures for the primarch that seemed to have the biggest internal case that he should have been Warmaster rather than Horus.