how to decide which model is my leader/warlord for 40k army ?

Hi brothers, i have started warhammer with the legionaries kill team which i painted as a iron warrior warband.
i am slowly shifting towards building an army for 40k. first of all i wanted to buy a Chaos Lord as boss of m warband and possible warlord/leader of the iron warrior army. but before doing it i wanted to see if there are any alternative. i searched on wahapedia about how a list of leaders/warlords but i am stupid and i didn't find anything.

so, how can i choose a leader/warlord? what is the difference between a laeder and a warlord? can one not be the other? it depends on the detachment? i don't know whitch to choose, maybe the soulforge one becouse i love daemon engines (and i am sad we don't have the daemon engines present in the books)

Lastly, can a iron warrior warband not be painted in the usual iron warrior colors? when i painted my kill team i painted the trim silver metallic and the armour black and yellow instead of the usual grey metal and i am slowly starting to think that it does not suit a iron warrior warband