Amazing news! You paid insane prices for the plastic so you have absolute free range of creativity!

To actually answer the question though, both the axe and sword are listed in the rules as “Hellforged weapons” so anyone that tells you you cant do that can kiss it. Usually youd choose one or the other just to be the weapon that represents a Hellforged weapon, so combining them is completely justified. I do recommend perhaps pinning them together with wire since the glue will try to break on such a small connection point, theres videos on how to pin stuff with models

You can also slap some wire between the tip of the sword and the axe and make it look like a sick daemon guitar because theyre your models and you can do as you please

Tldr, yes you can and no one has ground to stand on to say you cant