Traditionally the aspect shrines tend to have their own colour schemes but often with accents of their craftworld colours added in. I.e Bone White Howling Banshees with Red Hair.
You do also get different colour schemes among shrines of individual aspects (to allow you some creative license) If you want to go traditional then I would say stick with the Codex colours, then just substitute a few little bits just to tie them in to the rest of your army.