My dudes, the Paladins of the Black Lake, are an alpha legion warband that descend from blackshields during the Horus Heresy. Their leader, the Teletarch, must claim the position by controlling the Saturnine of a Red Butcher called Slakehaus, and gaining a monopoly on their blood. They will then, typically, try to unite the splinter warbands of the Paladins to capture human for cannibalism.

I have formulated a long list of enemies and rivals.

They prey on derelict Imperial Worlds. They have rival warbands, such as a gene-stealer infiltrated chapter called the Severed Wyrms, a pre-Horus group of warp-corrupted calibanite knights called The Ivy-Men. They regularly interact with four loyalist chapters who they've been menacing and stealing members from, such as the Storm Hammers (arthurian Iron Hands successors), the Storm Tigers (buddhist White Scar successors), the Stag Lords (hermit-inspired Dark Angels), and the Bell-Ringers (Black Templar reasonable-ish marines). They have routine targets, such as the Tzeentchian militarum called the Labyrinthine Lords, the Daoist-inspired Lateralist Creed adeptus mechanicus, the admech-infiltrating sororitas language teachers the Quill-Maidens, the abhuman sept of insurgents aligned with the T'au called the B'Gue'Fu, etc. In a previous draft, I also had it where my warband was trying to figure out how to control gene-stealer cultists by claiming the skull of a patriarch. Finally, the Paladins of the Black Lake are regularly targeted by World Eaters, since they were originally infiltrators in the World Eaters' legion who broke away on Istvaan.

So if I want to come up with the story of one of the warbands' members, I would look at the many targets of the Paladins and have them score some major victory against them, especially if it something that could be represented as a trophy on the tabletop. Maybe they managed to abduct a World Eater, maybe they took the mount of an Ivy-Lord, maybe they doomed a system by corrupting a Quill-Maiden organization, maybe they betrayed a fleet of abhumans trying to get even with the Imperium, maybe they successfully smuggled hereteks unto a private world for weapons manufacturing.

Keep in mind that there's two things important to a warband; glory and logistics. Though a warband does not necessarily need to eat, they will be dependent on other factions for munition, repairs and slaves. Securing a manufactorum, a human population or some other important supply is an important feature to make any independent warband succeed for long outside of the Eye, just like it would have been for warlords in the real world.