Bolt Thrower was definitely connected with GW/Warhammer back then, but I'm almost positive there was no single by them in WD. You could be right about the full page ad, and I seem to remember something in the news section of WD about the band. I looked through a few old issues (94,95, and 100-104) and didn't see anything... Maybe someone with a more complete collection of old White Dwarf mags can help out!