The only other things would be synergies such as auras or other abilities like psychic powers that only work on <chapter> units, and relics are unlocked based on who your Warlord is, so one of your detachments wouldn't be able to have any relics.
edit:
To clarify, the generic chapter relics would still be available, but the chapter specific ones are tied to the Warlord's chapter, so if your Warlord was UM, you could give a DW character a Chapter Relic, but not a Relic of the Watch Fortresses etc.
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