Not at all. Look at Dark Angels, their Veteran First Company, Deathwing, is basically mirrored with bone white armor instead of cloaks and green cloaks instead of armor. Then their Second Company, Ravenwing, is entirely black and white with the bone white cloaks. Absolutely nothing wrong with using cloak color to designate Companies or Roles, Black Templars use the entire shoulderpad to designate roles instead of company. They don't even use the standard markings, just different color emblem, trim, and/or main shoulderpad.

my IG are color coded so every platoon have own scheme with one common color

I do not see why it would be problematic: just pretend that they belong to distinct brotherhoods/templi.

See for example the recent WarCom article (even if 30k) : Liveries of the Legio Custodes during the Horus Heresy

LOL, that Asterix is doing A LOT of heavy lifting. 

To answer your main question though, no I don't think it would be odd at all, lots of armies, even in 40k had this. A lot of Space Marine chapters would have different coloured shoulder pads based on the company they were part of for instance. 

I'm thinking I could make Spartan Wardens, give them a reason to be slightly more bad ass than my Athenian Custodes. 

How would you do the armour? Runelord Brass?