Got some new paints for me and the missus as well as my codex, wanted a sort of iridescent green for some of my Rubes and ended up painting a Dark Angel Rubric. Now I just wanna paint a multicolored band of the guys. Small note that I find weird is that when you look up this painting by Adrian Smith, he's green. But in the Codex they've seemingly taken out all the greens for blue. Just a bit unnecessary imo and I didn't realize how anal the game was previously about color patterns depending on detachment .
From GW's perspective, it comes down to marketing. Thousand sons are blue(except their HH scheme being red but that's beside the point) with the exception of Khayon because he's technically a black legion member thus his armor can be black(it's described as such one one of the ahriman books), and sometimes Ignis being described as wearing orange because he's technically a member of the thousand sons but doesn't do anything with them unless Ahriman convinces him to... but even Ahriman isn't aligned with the thousand sons on the planet of the sorcerer's where Magnus is...(go dig up the ahriman series since you're into thousand sons, it's a decent read)
That being said, you can certainly have your dudes in a unit or even army painted different colors and still have it properly look coherent if you do a couple of things.
1. Their basing is the same. That alone will lend a lot of coherency because they'll at least look like they're on the same battlefield
2. Keeping a tertiary color consistent between them. Deathwatch generally does this the opposite way by having one of the pauldrons be of the original chapter the marine is from, the rest of them are painted up like deathwatch. But you can also do this the other way around like having a consistent color scheme for helmet crests, along with other bits like eye lenses, power weapon lighting effects, and so on.
This can actually work out just fine for Chaos, because it could be guys from different warbands that are all still "thousand sons" working together because the plot/battle/lore in your head/whatever demands it. Could even make the rubrics that belong to particular sorcerers match the color of the sorcerer as well.
Another army that can do this and have it work well is an eldar aspect warrior focused army. There are plenty of people who will paint the various units of aspect warriors in whatever colors they want or the "traditional" colors for that aspect shrine, and then combined with weapons, basing, and other effects still being coherent, it looks just fine on the table. Here's a couple examples that look fine.
Most of the past color sperging was really focused on the loyalist space marine chapters, with people flipping the fuck out if you decided you liked ultramarines, but wanted them red like blood angels and still used ultramarines toilet seat icons and tried to claim they were using ultramarines rules but they were red. These days, literally no one gives a shit especially since it mostly wasn't even "competitive" players complaining it was the fucking local spergs at stores and local events that would flip the fuck out because you had the wrong color and icon, or used the wrong armor mk for some chapter because that particular chapter wasn't known for using mk3 or whatever the fuck.
What kind of tools would I need?
Start here
Continue here
I dig the deathguard, blood angels, even the space wolves.
If you've played wargames before, look up how those armies are generally played. You can find that in battle reports fairly easy. If you've got no idea, buy one of the combat patrols and try it out or even ask around about getting a demo game in where maybe you could play using someone else's deathguard/bloodangels/space wolves/whatever army. Yes this probably means having to chat with people who frequent your local store via discord/facebook/whatever they use to coordinate. If you can't do that, then just stop right there because you're going to hate 40k(and most war games really) if you can't handle the need to actually be social unless you happen to already have a pile of friends that can basically be a private club for you, show you tools, painting basics, do demo games etc, but if you had that you probably wouldn't be asking here.