#Warmongers
Do you own those minis?
Great news; you can model and paint them however the fuck you want.
If somebody thinks it's wrong, that's a good guide that person is playing a version of the game you wouldn't enjoy. Find players who think it's cool; that's the game for you!

Try not to take the piss though.
Nothing "breaks the lore"; that stuffs just been made up by people, and you're adding to it.
Female space marines with camo power armour? Aye, they're your minis.
Proxying Starwars stormtroopers for WWII ones? If your opponent doesn't mind.

Have fun with it, then you're never "doing it wrong".
It's just games and toy soldiers; it's meant to be fun.
For some that is accurately painted, perfectly standard, lore friendly, crunchy cheese lists, and good luck to them too!
It's all good.
Find your game and players.