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So I want to build a Vanguard Squad with Storm shields and Bolters for my Imperial Fist successors. I use Sternguard a lot and would like to include a unit that gets both the Bolter drill and a Invul save.

To do that I have decided to use the Boarding Shield from Forge World. I don't see a reason why Vanguard has to mean close combat melee. It can also mean front tip of the spear

Vanguard in the Codex don't have access to boltguns. They already have access to bolt pistols/stormshields. If you like the idea of boltguns with stormshields, maybe vanilla command squad?

Would be funny to see an unbound army of them...