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Reading through the codex and looking at models, there are some obvious squad type specific color schemes. Examples include Purifiers having white helmets(and it looks like white shoulder guards with silver trim), and interceptors having backpacks that are of course different.

The question: Are there any coloration differences between normal GK marines and Purgation squads? Or between Paladins and normal GK Terminators?

I do realize I can paint things whatever colors I choose, I typically choose to paint close to or matching codex with slight tweaks however.

Thanks for any help you can provide!

Paladins seem to have the books on their backs. Besides that, I think the wargear is good enough (Purgations having 4 special weapons, Paladins having apothecaries/more special weapons)

Paladins have the raised book/sword heraldry thing on their backs, plus you can pile on a lot of bits. Like the above post said, you can usually tell by the distinct wargear. Now purgation squads you can usually tell by the weapons as well (lots of incinerators), but I suppose you could paint something special on the shoulder if you wanted to, to tell them apart.

Paladins also have slightly distinctive heads from the normal terminators.

Aye, If you follow the GW way, Paladins have distinct helmets, the back banners and the sculpted tilt shields.

Note that in the release WD and the codex GK Terminator Juticars also have the back banner and sculpted tilt plate. Paladins have slightly different helmets with more rounded nose piece. Justicars have the standard straight edge helmet.

As for PA squads, the difference is the weapons and psychic powers. Purgators carry 4 heavies at any size but Strike Marines have 1 per 5 models.