Idea spur

You could do some real small conversions on it that will make the model as a whole look better.

Using the terminator captain as a base (he already has robes anyway), convert his sword so the wings are replaced with a little angel holding a sword (like on the ravenwing landspeeder).

maybe paint a tattoo of the chapter symbol on one side of his face.

Maybe green stuff so the robes go all the way round his body as they are only on his front.

If you use a storm shield mould the deathwing symbol on top of it (it looks much better than painting it on).

You could mould some little wing on his shin coming off a deathwing sword (you will probably have to file off the eagle thats on there).

Hope this helps.

As a side-issue, I'd consider your wargear choices BEFORE your modelling options. Decide exactly what you want on him, and then make him look like it. No point making a cool model when you realise he sucks on the table-top.

Usual recommendations apply e.g. don't give an independant character a powerfist/thunderhammer etc.

I'd recommend you model the Sword of Secrets on him, it looks great and it's a nasty piece of Wargear. I'd argue it's too powerful for DA players NOT to take.

The CO always looks good with the defiant "sword high" pose, though it depends on your personal preference. You could the classic thing and scrounge some bitz, and give him a "head collection" a la the Orks. I think in my experience it looks good when you do this with something other than SM/CSM e.g. one of my commanders has a pair of Eldar heads on standard and I've always received favourable comments.

I'd recommend you have a scout through the SM area of the gallery. You might see a conversion idea and just think "well that looks cool...."