It's true, that the army itself is undivided but there were CSM in the book that leaned towards one god.
Burias leaned towards Slaanesh I think (always power hungry with drive towards more). Jarulek was maybe Tzeentch, Kol Badar was maybe Khorne (or maybe leaned in that direction if not outright worshiping him the most.
So, i don't see a problem with tossing in a few CSM with some marks/icons of the different gods and still staying true to the fluff.
It also helps not having the cult troops to add the icons game wise.