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The Word Bearers always had chaplains, and the Blood Angels had Wardens - who were essentially chaplains with second line responsibility in keeping an eye out for cases of the Red Thirst. Dark Angels also had something similar - Nemiel becomes one.
Chaplains (aside from the Word Bearers) were a secular role, responsible for maintaining a legion's traditions and loyalty - they became a wide-spread thing after the Edict of Nikea (the one which disbanded the Librarius) and one of their duties was to keep an eye on psykers to ensure they refrained from using their powers. This was one of Malcador's brilliant ideas.
The origins of the black armour aren't specifically stated, but the Blood Angels Wardens definitely wore that pre-heresy, whilst the Word Bearers didn't. it may have been a cross-pollination of traditions.
I see no reason a Fists chaplain might not be either Black or Yellow - yellow makes sense for a 'line legionary', but the most zealous and traditionally-minded Fists - precisely the ones you'd expect to be detached to the chaplain's role - would be the Templar Brethren, who already wore black.
A lot of chaplains, incidentally, were Word Bearers seconded to other legions. Some of them were responsible for starting the Warrior Lodges in other legions, but a lot of them were actually loyalists. Which didn't save them when the Word Bearer's treachery came to light.
That might also be an origin point - after all, a seconded chaplain would have kept his 'home legion's heraldry, and assuming he was a loyalist, a Word Bearer would have worn a dark granite grey - it's not much of a shift from there to black.
Between those three traditions - Loyalist Word Bearer 'old style' plate, Blood Angels Wardens and Fists Templars, it's probably no surprise that any chaplains on and around Terra would have opted for black armour for recognisability.
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