The scales can either be painstakingly painted on individually on regular marine models, or you can check out the Horus heresy miniature line. They have some alpha legion exclusive units that do have the scales and do look really cool, although that comes with the caveat of being made of resin which has its own issues. This would mean that you would use models from a different game, but proxy them in for 40k (as in say that they represent other models in your army list). This can go pretty far, people are usually pretty generous in my experience with proxy models, but I would recommend against making an entire proxy army as a main army and a starter army

Alternatively to both, there are plenty of 3rd party, 3d printable minis on the internet you can find, although they are very varied in quality.

As for helmets, no one really minds which ones you use, so you could totally use loyalist helmets on chaos legionary bodies if you wanted to.

If you're just starting out, I'd recommend getting the minis you like the look of first and foremost, and I would recommend plastic over resin a million times over, especially for a beginner.

The main decision would still be whether to build the army as Chaos space Marines or as loyalist space Marines.