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I've decided to name my order "The order of the Burning Whip", a splinter Order with Our Martyred Lady roots. The story behind them is essentially thus: During the beginning of the Indomitus Crusade a surge of new initiates kept many of the 'writ' Ordo Militants at max capacity and as such a new Order would be formed out of a few strong Canoness' from the Order of Our Martyred Lady, under the zealos training and indoctrination of Prioress Sonja. The Order of the Burning Whip would accompany the Crusade as a force aggressively taking out Chaos Lords and in general enjoying themselves some heretic BBQ, officially "baptizing" the order in the heat and horror of multiple Daemon Worlds with adjacent Imperial Navy, Astra Milatarum and Astartes armies to back their advances. The inhospitable environments and dangers of the warp would also explain their inclination of using Arco-Flagellant throngs to access hard-to-reach and dangerous objectives without unnecessary loss of Sisters lives'. All of this is all lore friendly right? I'm mainly confused about the division of Orders as there seems to be a "Orders inside of Orders' organisational structure here.

The militant Sisters are fundamentally a defensive force - and each of their orders are based around a physical location.

A Preceptory is one of the big thousand-ish strong forces cloistered together while a commandery might be a few hundred sisters defending a shrine complex.

So a new order might be a new location that has been set up, an existing order being moved, and/or a smaller group being heavily reinforced for one reason or another.

None of that really conflicts with your background though as the order might be supplying an ongoing flow of sisters out to a particular crusade, and may have been established at a crusade waypoint for that explicit purpose.

Flagellants are not provided by the sisterhood, though it is possible the nature of the crusade and an enthusiastic priestly delegation is busy condemning heretics en masse.

The arcos would only be used as part of the first wave, not anything that would be relied on to achieve actual objectives (other than clearing minefields, wearing down ammo reserves, etc).

Than fleshing outa vivid story of their shrine is in order.

I second A.T's point that flagellants wouldn't likely be expected to reach objectives so much as clearing a corridor for your Sisters to reach said objective at near full strength.

Your lore does give you a very good reason to have lots of flagellants though. If your Order was founded to reclaim Imperial world's lost to the Great Rift then any (possibly all) of those worlds would have a massive number of heretics to make flagellants or penitent engines from.

As for the order's founding, they would typically be tied to a holy site which requires defending as A.T said. You can tie that into what you wrote by saying that while the Order of Our Martyred Lady was participating in the Indomitus Crusade they reclaim a world which has holy site/artifact/etc. They then set up a permanent stronghold and give command to Prioress Sonja to found a new order based in that system to ensure it remains pure.