Urgrugg doesn't have Tzeentch's blessing. He's not a chosen of Tzeentch, nor does he bare the Mark of Tzeentch. However, he uses magic, so he falls under Tzeentch's domain of influence. Beyond that, their only connection is one of Tzeentch's minions has a contract with him. That, in and of itself, doesn't constitute any pact between Urgrugg and Tzeentch.

For comparison, Urgrugg's relationship with Tzeentch would be akin to an ogryn's relationship with the Emperor. He's aware of the existence of this deity-esque entity, and worships him as such. However, his understanding of what said deity is, and what said deity Actually is, are skewed to say the least. Beyond that, he works with one of the deity's lowest-ranking voices of authority. For the ogryn it would be a sergeant, and for Urgrugg it's an exalted pink horror. Beyond that, the metaphor starts to break down, but there it is.