I don't paint a whole lot of Privateer Press figures, but it is fun to do that when I get the chance.
As you might imagine, this is also part of the massive snow theme project, which combines figures from a number of different companies. While painting an army in a continuous color scheme is certainly an interesting challenge, keeping a range of colors and theme over radically different styles of figures is quite unique!
I think there have been at least 4-5 different manufacturers in this adventure. All you can do is try to find the "common ground" in all the figures, be that cloaks, hair, weapons, etc. Having a distinct basing style with everything is the easiest method, and snow sorta works with everything.
While something this massive is not for everyone, challenging yourself to make a group of five or six unrelated figures work with each other could open up some new ideas and concepts for you!