Well, custodes have amazing kitbash potential in my opinion if you are willing to put in the time.
This is my custom terminator captain: I heavily modified a space marine head and the spearhead is also custom. Also had to sculpt some of the rope on the spear where I cut off the original part:
So there is a LOT you can do to make your shield captain stand out.
As for colour schemes, I went for the classic gold/red, but as you already mentioned custodes have a lot of schemes that look very good on them. Maybe take one standard custodian guard as a "sacrificial" color scheme tester and try some color schemes on him until get one that works for you.
Forgeworld models are great, but honestly a lot more difficult to work with. You have to use superglue because they are made of resin and the
FW dreadnoughts have a lot of individual parts.
Which is great because you have tons of options for posability, but I'd recommend to "assemble" the model with green stuff first until you have the pose you like, mark some lines across the joints you have to glue together so you still know the exact position afterwards, and then glue it together with superglue.
It is more time consuming, but you can do really varied poses on all the
FW dreanoughts. Here's my galatus dreadnought as an example:
All the other
FW models are really pretty too, but not as challenging to assemble as the dreadnoughts. You might have to fill some gaps on the tanks with greenstuff, but that is mostly a quick fix.
Hope that helps