Harlequins follow intricate rules for their complex alternative lifestyle. To the outside observer, it looks like absolute chaotic neutral where they're as likely to help as to hurt you. Still, they kinda benefit the humans a lot.
Exodites follow their own way, live very ascetic lifestyles devoid of pleasure, and ride dinosaurs. God help you if you try to invade them.
Eldar are extremely warlike separatists who worship the god of murder and war, bringing statues of him to battle. The single focus of their warriors is in the kill.
Dark Eldar feed off the living to prolong their lives, hide away from the world and let the greater conflicts like "beating Chaos" lie in the hands of lesser beings for they are too busy with blood orgies and death games to care.
High Elves, by definition set by the Warhammer Fantasy universe, have to be entirely superior and readily on the offensive against all "evil" threats. Still assholes, but against everyone. They would not have participated in the excesses of the Eldar that lead to Slaanesh being born, since the elves who did that in Fantasy were the Cult of Pleasure who were 100% Dark Elf only (as in no Pleasure Cultists ever rejoined the High Elves, and no High Elves were in that cult). Oh, and their queen is literally the god emperor of Fantasy. She's a composite being made up of all the souls of the "shamans" or in this case elves who's souls were tied to nature itself. Unlike the God Emprah who was made up of a certain number of souls, the Everqueen becomes more powerful as more daughters of the original Everqueen are born, live, love, cast a fuckton of nature magic, and die with their souls becoming part of the whole God Empress entity.
Sine no such faction exists...there are no High Elf equivalents in 40k.