Man. Do I have some good news for you. The New Battle for Beta-Garmon book has rules for mixed squads as part of the shattered legions.

Shattered Legions took all shapes and sizes. For sure this is possible and the story is yours to create.

Thin your paints.

That first ultramarine with the blood angel shoulder and Sons of Horus vexilla has some loyalty issues lol

There all traitors to the false emperor.

Jesus christ, some paint thinning may be required

I recommend reading the rules. Start with the core rules, then get the beta-garmon expansion