I've been using Compendium 2 as much as the Core Rulebook for the past two months. It has all the modular rules you need to bring base Warlock! to a Renaissance dark-er game, and a very cool alternative carrer advancement system!

If I had to choose among the supporting books for Warlock! which to buy first, I'm feeling like Compendium 2 would be my prime candidate. It does a lot to give tools to contextualize characters and bring them to life for those who felt that the default system may have been able to do more in that regard. Talents, the incredible introduction of Pluck (an inverse of Luck from Warlock! and tied into a mental stress/horror system), and lovely easy-peasy guidelines for making NPCs (on the fly or beforehand) are some of my favorite tools that Compendium 2 brings to your Warlock! toolbox. Oh, did I mention bombs?