Well, I can give you my take on it. My HQ, Captain Balroga, used to be a Commorite Archon, until he lost his entire Kabal (of the Hidden Blade) in a catastrophic Webway breach, leaving him its only survivor. Long story short, in exchange for future services Duke Sliscus gives the ex-Archon a leg up on rebuilding a raiding force, named the Skyward Blade Corsairs, in partial deference to both the old Kabal and the new patron, the Sky Serpents. The Captain has full autonomy of his men; he bought them and he will pay for them in due time. The Corsairs follow the Sky Serpents on their travels and raid whatever they please, learning their tactics and sharing many of their connections to drug brokers, poison makers, and Wych Cults. Thus, an HQ that looks like an Archon, uses a mix of Kabalite and Wych units, plenty of skimmers and fliers, Contraband, Low Orbit Raid, and the third rule whose name I forget.
So, I would base your army on a leader who is not The Duke. If he/she started existence as a vatborn, worked up to a Dracon in someone else's Kabal, then broke off for some reason (failed assassination attempt being likely) he/she might swear total allegiance to the Sky Serpents in order to find safe haven. However, if he/she was a Trueborn who became a mighty Archon or Succubus in their own right, then left the political intrique of Commoragh much as the Duke did, they would probably want to keep their name, heraldry, and, most importantly, control.
Hope this helps! It made me realize I have documented none of my imagined fluff on the forum, but then I have been very busy making my army look not bad.