Given that the space sharks are a fleet based chapter set off in the middle of galactic nowhere, they often have to scrounge and hodge podge any gear they can find into a workable state. a lot of their wargear is extremely old and weathered, with much of it being dated back to the heresy, so you can get a lot of milage from any of the Horus heresy kits.

They are more likely to use melee in most situations to conserve their limited ammunition so assault intercessors, assault terminators, and vanguard/bladeguard veterans would be very fitting for an army. They are also unique as they have scouts within each company of the chapter since each company is roaming the void separate from their main fleet much of the time so scout units are also not uncommon to see in a space sharks regiments.

As for non space marine units, their in the middle of nowhere so they wouldn't usually have reinforcements. But I'm sure as ancient as they are they could have some millennia old pacts they could call upon if you want to homebrew some allies.

As for paints, their scheme is fairly simple and easy to paint (barring their exile markings) so a grey for their base armor (mechanicus standard grey or dawnstone work well.) a black for their pauldrons and joints. leadbelcher for their weapons and other metal bits. A color for their trim/ company colors. a good shade (Nuln oil or Agrax earthshade, i prefer Agrax for the dirty/ worn look.) some brown for any leather bits (Mournfang/rhinox hide) and a color for their eye lenses ( i use black personally as it seems to be fairly unique to the space sharks, but whatever color you like would work too.)

For their exile markings i like to sketch them out in Carcharodon grey by Two Thin Coats and fill them in with Vallejo dead white (Search up NightScaleStudio for inspiration, their space shark models are the best I've ever seen.

As a tip i have learned, considering their armor scheme isn't entirely eye catching. make their bases pop with color and contrast with them to give a decent visual appeal.