[@Ulstermann] Like Klomster mentioned, the idea is that the group is working together against the other forces present on/near the hulk. One of those forces happens to be the imperial navy. So, making a character loyal to the imperium, while doable, will be difficult to pull off while still being part of the core group.

That said, if you intend to play a guard sergeant, I feel it should be noted that you likely won't have much of a presence in combat amidst this group. Especially in close quarters fighting which, in a space hulk, is very common.
With two space marines in the group, a bullgryn, and an ork, Joe-guardsmen doesn't have a lot to level the playing field.