Studies attempting to functionally interpret complex-disease susceptibility loci by GWAS and eQTL integration have predominantly employed microarrays to quantify gene-expression. RNA-Seq has the potential to discover a more comprehensive set of eQTLs and illuminate the underlying molecular consequence. We examine the functional outcome of 39 variants associated with Systemic Lupus Erythematosus (SLE) through integration of GWAS and eQTL data from the TwinsUK microarray and RNA-Seq cohort in lymphoblastoid cell lines. We use conditional analysis and a Bayesian colocalisation method to provide evidence of a shared causal-variant, then compare the ability of each quantification type to detect disease relevant eQTLs and eGenes. We discovered a greater frequency of candidate-causal eQTLs using RNA-Seq, and identified novel SLE susceptibility genes that were concealed using microarrays (e.g. NADSYN1, SKP1, and TCF7). Many of these eQTLs were found to influence the expression of several genes, suggesting risk haplotypes may harbour multiple functional effects. We pinpointed eQTLs modulating expression of four non-coding RNAs; three of which were replicated in whole-blood. Novel SLE associated splicing events were identified in the T-reg restricted transcription factor, IKZF2, the autophagy-related gene WDFY4, and the redox coenzyme NADSYN1, through asQTL mapping using the Geuvadis cohort. We have significantly increased our understanding of the genetic control of gene-expression in SLE by maximising the leverage of RNA-Seq and performing integrative GWAS-eQTL analysis against gene, exon, and splice-junction quantifications. In doing so, we have identified novel SLE candidate genes and specific molecular mechanisms that will serve as the basis for targeted follow-up studies.