Basically. There are a couple problems Harlequins have currently that are kind of decoupled from the high performance of their top-competitive lists and loadouts that really limits the variety you get with them.
1) Index-era statlines.
The translation from 7th to 8th for harlequin statlines was basically The Great Blandification.
Harlequin's Blade: Basic melee weapon as now
Harlequin's Kiss: Basic melee weapon, but a single attack was a powerful anti-elite attack that in a pinch was anti-monster/anti-character because it could cause Instant Death.
Harlequin's Embrace: Anti-horde option that granted D3 additional attacks on the charge with no AP
Harlequin's Caress: the Anti-vehicle/anti-monster option that allowed harlequins to autowound ignoring AP on a 6 to hit.
Power Sword: Low strength, ignored all AP, and unlike the various unique weapons affected all the model's attacks.
Sword: has no stats, just use your basic statline
Kiss: S4 AP-1 Dd3
Caress: S5 AP-2 D1
Embrace: S4 AP-3 D1
Power Sword: S4 AP-3 D1 :^)
The various melee weapon upgrades are essentially identical, and when it comes to pistol upgrades you'd have to have a railroad spike through your head to consider either option over the vastly vastly superior fusion pistol.
This is the issue with harlequins atm: The optimal choice is so, SO, SOOOOOO much better than the other choices you'd have to just not understand how the stats and numbers actually function to ever pick another:
Fusion pistol: S8 Ap-4 Dd6 6" range melta
Neuro Pistol: S4 AP-3 Dd3 12" range
Same points. Choose, uh, wisely? I bet that extra range makes this one a reaaaaal puzzler.
You've also got the question of which weapon to take on your skyweaver bikes: The power weapon, or the Star Bola which is a weapon with the Grenade weapon type so despite every model in the unit being able to equip it, only one gets to use it. Whoops! And for a gun, do you want the mortal wound spamming tank disintegrating haywire cannon, or the equivalent of the old, gakky version of the Heavy Bolter?
end of the day, the way to make your Harlequin army unique is just...run allies. Luckily, they're very competitive as a baseline, so even if you have harlequins with suboptimal weapon choices, you're still more than fine in a casual environment.