a VERY nice project!
The only thing i really do not like is the batwing-helmet on the captain.
I never got it why undead would replace their old equipment with something that says "i'm dead now and my armour needs to tell that to everybody!"
That's what i als always disliked about the WHFB undead.
regarding color, i would follow the story and see what supports that better in the end.
Your story - also judging from the state of the bodies is:
"I am rotting and i don't care!"
So i think the clothes should reflect that.
If you paint them black, that will get more difficult.
Dried blood, mold & rotten (liquified) flesh soaking through the cloth... and of course dirt. All that is easier with a grey base color. And... after enough time, almost any cloth turns greyish anyway, either from UV exposure or dirt.
The models do not look like they would care for laundry...