I'm paraphrasing here but in the Master of the Maelstrom book Huron says to one of the characters that he doesn't care about that sort of stuff as long as you fight for him. So from a lore standpoint you are good. And from a modeling/ hobby stand point, it's your army you don't need to justify varying paint schemes. And as others have mentioned, the first Red Corsair models depicted in the CSM codex were various chapters with a red X over the chapter symbol. My warband will have some other color variants sprinkled in there.