I have a suspicion that a lot of us are tragically lacking in a steady group to game with. Being the creative lot that we all assuredly are, I bet we have some character concepts that haven't seen proper play. If we can't use them yet, than at least they can see some love here.
an Unaligned Apostate as a fallen Inquisitor, condemned for his heretical studies into some mystery; likely investigation into using sorcery to predict the movement of the Tyrant Star. He would be outcast, but still have his rosette. Pour points into his Charm and Deceive, so that he could pretend to be a legitimate Inquisitor still and get his way with Imperials. Most people would be too afraid to investigate.
He would explain the party away as well. Any sort of eccentric tech-priest, blood-crazed killer, or mad psyker could easily pass as part of a standard retinue. Even the Chaos Marines could be explained away as a personal bodyguard or pretending to be Deathwatch.
His motivation would likely just be to solve the mystery he got kicked out for. Hell, he might try to bargain his way back into good graces with the Inquisition.