Death company don't form up around the chaplain, you can do what you like with your characters. If there were limits, it would say so.

Basically - forget the last codex. Everything. All those quirks have gone. Keeping the old mini-codex in your mind will only confuse you (like now).

 

Although you'd probably want a chaplain leading your death company, and i woudn't imagine youd have ample points to spend on more HQs. Plus, besides the big three - Lamartes, Dante, and Mephistone, none of the other HQs are very useful. Since these HQs, offer exceptionally powerful abilities, or in the case of lemartes save you points over the standard space marine version, basically.