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Ok so gonna be playing a campaign type series of games against orks.
5 rounds
Start at 250 pts.
Go up 250 pts per round. 5th round go up 500 pts.

First round mandatory hq and infantry make up command unit. Once you choose a units make up, cannot be changed in further rounds or added too.

Who ever wins first round can take an elite slot 8f wanted rnd 2. Winner of round 2 can take a fast attack slot. Loser of round 1can now choowe an elite slot if wanted. Winner of 3rd can take a heavy slot and lower of 2nd can take fast attack. Winner of 4th round can choose a low or anything else. Lower can now take heavy slot.

So help me build a csm list. Where. I said slots I mean coice. You can take more then 1 unit if you can keep it in points restrictions.

I don't know what opponent is bringing. What are 250 points worth of good options

Do you have a particular theme you want to stick with? (Like a particular god or whatnot?)

And, just to make sure I understand your thing:
Round 1:
Team A
1 HQ
X TROOPS? (You said infantry, but did you mean troop? Also, do you have a maximum number of squad or its limited?)
Team B
Same

Winner 1st Round
1HQ
X TROOPS
X ELITE? (Again, is it 1 choice slot, or multiple slot, but lock into 1 choice?)

Loser 1st Round
1HQ
X TROOPS (So, this guy can now only stack more troop?)

No I ment infantry for round 1. It's like a body guard unit. And yes if you win you unlock next slot. If you lose you have to stack and be one slot behind.

No themes just what is a good base.

I was thinking

Lord with fist claw, sigil, mon. 5 csm rhino

Sorc, tda, ml2, 3x termys, 3 combination plasma, please fist

To start bit I can't change next round

Let me come back with something.

edit: another question. Can you buy upgrade for your 1st unit, or it has to stay EXACTLY the same?
I understand that If you go Lord + CSM + Rhino, he will be stuck rolling with them for the rest of the campaign. But, can you upgrade the Lord and the CSM, and can the Lord join other squad later?

You cannot upgrade once taken

Then I would go with the Sorcerer + Termi you mention above. Your Lord + CSM will lack punch later in the campaign that's for sure.

Also, out of curiosity, what king of objective/board size will you play for each round?