Hello Tobias,
I have a similar project running. For my Katana Koshirae I am currently looking for Menuki, Fuchi / Kashira and perhaps a Tsuba, I have one but am not sure if I will use it yet or just display it. I think it comes down to personal taste in the end. I would like to have my Koshirae with one theme if possible but sometimes it is either not possible or very expensive. Does of course not always have to be the case. I would like to think that everything I buy is as it used to be hundreds of years ago, but even tough I am new I have already learned that keeping Koshirae together isn't everybody's highest priority. Some sellers/dealers will take Koshirae apart if they get more money for the separate parts, even if it has been together for hundreds of years. It is a debate in itself.
I like my Koshirae to be in one theme as I would like my Koshirae to look like they belong together, a en-suite set. This also goes for material the parts are made from eg. shakudo. But this is just my personal opinion and taste.
To get the Koshirae in one theme it may take quite a bit of time, but then again we should not be in a hurry to piece something together that will be displayed and enjoyed for a long time hopefully.
So I would say take your time and piece a nice Koshirae set together, either with the same theme or matching parts in color and so on.
Just my 2 cents :D