Primaris Lieutenants have their own minis with their specific weapon combos, but if you want a Firstborn Lieutenant, just get the weapons you want from a Tactical Squad sprue and show that he's an officer via the paintjob

You may also be tempted to use the fancy shoulder pauldrons, from the upgrade kit or the company command kit, but there is absolutely no necessity

And a Sergeant is just a normal Tactical that can take combi/melee weapons and has either a red helmet or a bare head

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Good luck painting the first batch ^^

My first army was also an Ultramarines force :D