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...There's technically nothing stopping you but it's a very weird thing to be doing. If you can't be bothered to pick one and stick with it you can either use the Shattered Legions rules or an allied detachment (to mix and match Legions) and/or have a bit of one Legion that happens to be a different colour for some reason, but saying "These are my Iron Warriors, who happen to be made of White Scars models and use Thousand Sons rules" is just going to be confusing.
I'd personally recommend digging down a bit into why you like each Legion and seeing if you can't come up with a middle ground that's only one Legion with a normal or slightly variant paint scheme, but it's your army.
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