They look pretty good, I've got a friend planning on doing a similar thing to ally Sisters with his Grey Knights - but without buying lots of expensive models. I've also thought of doing this too, maybe just as a combat patrol or expansion of my Guard army.
Only thing I'd suggest would be bulking out the armour some more... the shield is a nice touch on the leg, but some scrappy armour (if that's your style) pieced together like platemail would look more fitting to the 3+ save.
Only thing I'd avoid is the big feathery hats, unless you're quite partial to them. They make the models look more like Empire Troops with Lasguns than Witch Hunters.
Are you planning on using Stormtroopers in the list? If so, you may struggle to differentiate them enough from your Guardsmen "Sisters".
I wish I had some cash lying around... the Witch Hunters have always been an army that interests me greatly, but the minis put me off a lot. Glad to see you're getting around that and doing something interesting! Keep up the good work
