[quote=@Mr Irony]
Would it still be applicable for me to create a smaller house under the Weade's? If not I would like to take the captain of the guard.
[/quote]

It depends on whether you'd want to hold estates or not. If so, then it'd be a bit of a hassle, where as if you are a noble family that lives in the area around Wintershouse it'd be pretty possible. Either way, even a nobleman can be captain of the guard, there is nothing stopping him from that and it's quite a prestigious position.