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Something I'm just curious on...

A long time ago (back in 2E, updated in 6E), I wrote up my custom SM chapter, based on the model collection I had at the time (and my undying hatred of Chaos). Not to go too deep into the backstory, but I named them the Avengers (of Horus), basically being founded of traitors who had redeemed themselves from chaos, watched over by the Grey Knights and pulling subsequent members from Imperial Guard forces that had survived encounters with Chaos (rather than having them offed).

Essentially, it has become a collection of Grey Knights (1st company), Legion of the Damned (2nd company), Space Marines (3rd - 6th company) and Imperial Guard (7th-10th company/regiment).

In the past, I've never actually run them as a mixed group and had remained faction pure. Question is, if I were to be so bold as to actually put this combined force on the board, what would be the best way to organize the structure? What would I use for the keywords between the forces from above - would they all be "Avengers", or would I have to keep them distinct (i.e., my Paladin squad's <Chapter> would be "Grey Knight", my SM Tacticals would be "Avengers Chapter" and my IG Leman Russ would be a <Regiment> of "Avengers Regiment")?

How about army specific stratagems - because I chose a custom Chapter, am I out of luck (as I pretty much expect I would be) choosing, say an Ultramarine strategm to represent my Avenger's special Chapter ability?

The easiest thing to do would be:

Run your 1st Company as Grey Knights.
Run your 2nd Company as Legion of the Damned.
Run your 3rd-6th Company as Space Marines of a Chapter that resembles your style the closest, e.g. Salamanders
Run your 7th-10th Company as Imperial Guard of a Regiment that resembles your style the closest, e.g. Mordians

You'll end up with an army of a mix of Grey Knight, Legion of the Damned, Salamanders and Mordians (plus possible auxiliary stuff like Enginseers).

You'll have access to the stratagems for all of those (at least where available), but they obviously come with limitations - you can't use a Space Marine statagem on your Infantry Squad and so on.

Just paint them up as your Avengers of Horus and call them that. The rules really don't care about custom chapters / regiments, your best and easiest way is simply to say "Well they're Salamanders" or whichever Chapter you prefer.