I have a question about making a subfaction.

I'm a relatively new to Warhammer. I only know bits and pieces of the lore and how to play the game. But I have been musing on the idea of a subfaction that is a combination of all the different faction races in 40k, that decided to become one group instead of fighting each other. The problem is I don't know if that would actually work within the lore or if I can even use all the races at once, especially Orks or Tyranids. So, the question is, could I make this subfaction and would it be viable?