[Heroka Vendile]

Hmm... fluff-wise the more normal alliances are Khorne with Nurgle & Tzeentch with Slannesh. As Khorne & Slannesh hate each other and Tzeentch & Nurgle also hate each other.

I.E.
Red Corsairs would be your safest bet if you wanted to stick to the most cannonically likely alliance.

But as with all things, it's your own choice. The great thing about the SM company is that it doesn't even fill all of the FOC! So it can be used for normal battles as well - and you'll still have room for 3 Elites, 1 Fast Attack and 1 Heavy Support slots to fill in as you please.