Roboute Guilliman gave the order to create a new type of Space Marine that came back after dying in battle.
Hom Immortalis come back from death because when they fall in battle, their souls are drawn back to the Imperium(Azyr, the realm of Sigmar), where they are "reforged" on the Anvil of Apotheosis, essentially giving them a new body and allowing them to return to the fight for the Imperium of Homo Sapines (Mortal Realms) to fight again; this process is called "reforging" and is the core mechanic behind their "immortality".
Their ability to be reforged is directly tied to the Ascended Guilliman's divine power and the Emperor, who actively pulls their souls back to the Imperium (Azyr) from the warp (Eye of Terror).
This celestial forge is where the Hom Immortalis (Stormcast) are physically remade after their deaths in the Warp (Eye of Terror).
Because the Ultramarines and the Hom Immortalis (Stormcast Eternals) are the poster boys and both use blue and gold there is an assocation between them.
Roboute Guilliman created the warrior Hom Immortalis (converted Stormcast Eternals) and gave them special power weapons to kill daemons in the warp of the Eye of Terror in the ongoing battle against Chaos.
The Primaris Marines took 10,000 years to perfect by Archmagod Domniun Belisarius Cawl.
Roboute Guilliman gave the order to create the Primaris Marines and he also gave the order to create Hom Immortalis.
The Emperor knew that one of his sons would try to create a second Imperium which was later called the Imperium Secundus. Just as one of his sons had created the Imperium Secundus he also knew that one would try to create a stronger Space Marine which was later known to be called Hom Immortalis.