"Your Dudes" still have to follow the rules of the setting they're in.
I am sick of going on lore boards for whatever franchises, seeing somebody ask a lore question because they're trying to understand the setting they're about to create Their Dudes in, and the top comments all starting with "actually you can do anything you want because they're Your Dudes!" before, maybe, actually answering the question.
Obviously everyone understands that you physically CAN do this. Nobody is going to bust through the wall of your house like the Kool-Aid Man and arrest you for violating canon. The company that owns the IP is not going to copyright claim you because Your Dudes broke the lore (YET. The way things are going with digital ownership this might eventually happen...). Everyone knows that no one can actually STOP you from making Your Dudes however you like. Nobody needs to be told it.
But just because you CAN doesn't mean that you SHOULD.
A creative person can find for themselves an enormous amount of wiggle room within most settings to do Their Dudes mostly their way. But not INFINITE wiggle room.
If I want to make Hello Kitty Space Marines, I can do this, and make them 100% canon compliant.
All the pink and white is because their world got hit with a Warp storm and corrupted by Slaanesh, they fought a 500 year secret war to take it back, became experts on fighting Slaanesh, and those are actually appropriate camo colors for fighting in Slaanesh-corrupted areas.
They have the "giant cat head" silhouette because they make their aspirants fight and skin huge white tigers and wear the pelts as capes and headdresses.
All the cat motifs are justified because their Primarch is Lion.
They wear their purity seals tied into bows for some esoteric theological reason I made up.
An Inquisitor named Maru Badtz is investigating them for heresy because their planet got corrupted, they fought a 500 year secret war to take it back, and then they killed everyone who knew and lied about it. Because they're Dark Angels and institutional gaslighting is second nature.
They live in the Sanrio System.
Everyone who sees My Dudes or reads My Dudes' lore would immediately understand the joke. But nobody in the setting would have any reason to think there's a joke going on at all or that these are anything other than normal Space Marines.
Or, I can just give My Dudes literal giant cat heads and cutesy aesthetics and still have other Imperial characters react to them like nothing is wrong when obviously none of this could happen in Warhammer and nobody would act like that. I CAN. But it's stupid if I actually do.
And if you plan to do that, why write in an existing setting at all? What's the point of using it as window dressing if you're going to completely ignore how it works? And why are people encouraging that? It just makes people lazier and less creative, waters down the uniqueness of gaming/RPing/fanficing/whatever in various universes, and makes everyone's writing worse.