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A great example of a miniature that could be used to proxy a special character is the Dark Angels master that comes with the DV box set. I see absolutely no reason why you wouldn't be able to run this guy as Azrael himself. The Company Master has a combi-plasma (just like Azzy), a fancy-looking power sword (just like the Sword of Secrets) and an even fancier helmet (just like the Lion Helm). The only difference is that there is no Watcher to carry it for him, he is being a reasonable marine for a change and chose to wear it this time instead. You could use a Watcher from the DW terminator set instead if your opponent really demanded it but seriously, if someone has an issue with you not putting a miniature that's purely for show on the table, do you really want to be playing such people?