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Probably no the correct subforum, sorry if that's the case.

Me and my brother are both Chaos collectors, and just because we don't want to be mainstream, we came up with our own Chaos Legion: The Fallen Angels.

The Fallen Angels are essentially Dark angels and Ultramarines corrupted by the Chaos gods (Mostly Tzeentch, because Invul save) and turned into enemies of the EMPRAH. They have black armour with gold, brass and silver trims, plus some red details. Some of the Chosen are still blue, as their Ultramarine Geneseed hasn't given in too much to Chaos.
Another huge part of the Fallen Angels are their cults. on almost every planet containing Dark Angels, there are Fallen Cultists. They dress in blue and yellow robes, and destroy everything they can see. The largest cult amongst The Fallen is the Cult Carolus, with Adolphus Caroleus as the Cult leader, the most corrupted of them all. (Hey, anyone getting the references? Yeah, Sweden is awesome.)

The Fallen Angels worst enemies are the Dark Angels, and will do anything to destroy them.
Khorne also has had some influence. His Berzerkers are painted in red and gold, and will slaughter every man or xeno that comes to close to the whirring (Is that a word?) blades of their chainaxes.

What do you guys think? Will I be embarrased if I tell this in my LGS?

There is nothing embarrassing about making your own Chaos warband (it would be a warband, not a legion due to its size).
I am interested in how story wise it was Dark Angels AND Ultramarines who turned as one in to one warband, what story did you make?
The reasoning for the Ultramarine's to not change their armour colour just because of a lack of mutation doesn't really make sense, IE. Getting mutated isn't the reason a chaos warband changes their colours. You could make it they kept some of their blue to spite their old chapter, and show people that when they are in combat, they used to be Ultramarines.
I really like the whole Fallen Cultists thing, though just be careful of when writing in to other chapter's fluff (for example saying every Dark Angels planet has them), I think it is fine, but it can step on people's toes if you change well established chapter's fluff.

Re-reading this comes off harsh so I'm just going to apologize ahead of time and hope you actually wanted a real answer without glitter.

Honestly? I would say you're over-reaching with your fluff. 40k is a BIG universe with things set in stone every now and then. In every version of the fluff, the Fallen are a perfectly kept secret. Your fluff says 'oh but millions of people know about it because of cults that the Ordo Hereticus and Dark Angels themselves don't know of'. And Ultramarines, who have nearly every single marine accounted for in the codex, lose so many members to chaos that a Warband, because it's not a real Legion either because there were only 20 of those and it doesn't sound like you have the numbers to be considered a Legion in the loose sense, can be formed from the deserters? And the Ultramarines allowed that? Seventh Company just said sayonara and began worshiping Tzeentch with some Fallen?

Personally, and I'm a very harsh critic of fluff so I apologize, but I wouldn't want to hear it after the first sentence or two. I would MUCH rather we just play the game and then pack up when we're done and laugh about my terrible rolls.

An alternative is to tone it down a lot. A SINGLE Fallen might have started a cult, or ran into a Warband of the... Regent Angels (made up name) that recently fell to Chaos and the Regent Angels were a Third Founding Chapter of the Ultramarines and through whatever ways you like the Fallen became the leader of this Warband. Plenty of ways to add corruption and whatever gods you choose, as well as the Fallen element to it that can give that hatred of and from Dark Angels. But it's all toned down that it doesn't step on any toes and still can be just as awesome.

Right, the Fallen Angels are already a thing. Sheesh.

I think you have the bones of a good story. It's not a legion, just a warband, but it could have members of the fallen Dark Angels as the core of the warband. They've attracted defectors from other chapters to bolster their numbers - including a few Ultramarines, who still wear some blue to spite their old chapter. Any renegade marines who turn to Khorne worship would also naturally include some red in their armor. You need a new name, Fallen Brotherhood or something, who knows.

I wouldn't say every Dark Angels/successor planet has a secret cult on it, that's going too far. But I do think it's cool if this warband specifically tries to target planets that fall under the protection of the Dark Angels or one of their successor chapters, to draw them into a fight. And their main method is through supporting Tzeentchian cults to destabilize the planet. You could have one particularly successful cult leader, Adolphus Caroleus, who has led several uprisings with Fallen Brotherhood support, and when Imperial retribution does come, he manages to escape somehow to fight another day.

You go for it mate. Let's face it, GW throws the phrase "forge the narrative" around to compensate for their laziness. If you like your narrative, which you have invested time in creating, then roll with it.

I don't think it will be bad if you tell the story, it is encouraged for as much narrative as possible, especially for a Warband of your own creation.