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Not sure about the honor guards, might be dependent on the chapter.
The Crux Terminatus can be given to members who are not apart of the first company, as a reward for service. That said the Crux Terminatus is a badge of honour that doesn't always come with the actual armor since its normally pretty rare. Ofc if the chapter needs people who can use the armor and a character is available, they might send him along with 1st company members in a tast force (say clear a space hulk). Is actually possible to earn the Crux through service in an institution such as the Deathwatch since their institution is rather unorthodox at times, but considering the task arrayed at squadmembers i doubt anyone would consider it less a badge of honour.
Again, the honour guard probably at varies by chapter from what i know, but i don't think that previous service in the first chapter is mandatory but it is probably likely.
Codex captains are often 1st company vets unless someone in the company in question has done something suitably heroic and showy,
Crux terminatus..again in most codex chapters it means you are suitable for terminator training and induction into 1st company,if you have made it to captain..you probably have already earned it on the way..you don`t get to be a captain without some serious battle field exploits.
Honor Guard...again depends on the chapter..tends to be the hardest nastiest warriors you can find but not necessarily upto 1st company standards you can be a fantastic warrior but lack leadership ability for example..can be 1st company but again not a definite requirement..Space wolves for example like to keep a few young warriors in their wolf guard to keep hot blood in the advice they get.
I made a TL:DR version at the bottom if you guys dont want the lore
This largely depends on whether a chapter follows the codex astartes or not. The space wolves can be made captains or terminators on the spot depending on their skills, ragnar blackmane being such an example of a bloodclaw(scouts basically) being promoted right to wolflord (furry captain).
However most of the time, and if a chapter follows the codex astartes, a strict hierarchy exists that is meant to be followed.
A standard chapter is divided into 10 companies, with numbers 6-10 being made up of reserves and scouts and numbers 1-5 compromising the battle companies.
When a new marine is made, they join the scouts and eventually the reserves once their training is complete. From there they are sent to one of the battle companies with exception of the first.
After spending centuries a marine can then either advance thorugh companies, 5>4>3>2 and so on until they reach the first, or automatically get promoted to the first if they do something worth the promotion, like soloing a hive tyrant. From there they will fight for their chapters honor as members of the first or be seconded to another company in order to better train and lead them. Tarkus from dawn of war 2 is one such marine as is force commander hairgel. This means that any and all captains and veteran sergeants have at some point had some experience in the first company.
Exceptions do exist however, as when a company is isolated and its captain and veteran sergeants die, then the next highest ranking sergeant (a squad leader who has never joined the first company) will take the place of captain, and this can be a permanent or temporary position depending on their performance and the chapter masters whims. In either case, the chapter master will still move the individual to the first company to either better train them for their role as captain (and moving them back to their company as proper captains) or to reward them for their skills and bravery if no such vacancy is possible. Both examples still allow the individual access to the chapter armories and a chance at trying to get the crux terminatus.
Furthermore, captains can be moved around, an example of course being lysander of the imperial first, who was demoted from the first to the third for being an ass.
As for honour guard, they all are members of the first, and they are made up of the best of the best of the chapter. Captains, veteran sergeants, terminators, vanguards, and sternguard veterans make up the bulk of the honour guard. These individuals are seperate from the chain of command and as such cannot order captains, but captains will nonetheless listen to these venerable warriors as they have centuries of experience in warcraft. indeed it is not uncommon for captains to be promoted to honour guard, and it is seen as a good promotion, as not only are they being recognized for their formidable abilities, but also are rewarded by the gravitas that comes with the position. The chapter champion/captain of the honour guard, is in fact held in higher esteem than the captain of the first company (the holder of which usually suceeds the chapter master).
TL:DR
all leadership roles in the chapter come from the first company, anyone with enough skills and leadership are immediatly promoted to the first company to polish said skills further. If a company is isolated and a captain dies, than the most senior marine is made captain until such time as a new captain can be decided by the chapter master. Honour guards are from the first company, par none, and any individual from companies other than the first, who shows enough promise to become an honour guard will then be promoted to the first for training and eventually appointment to the chapters elite guard.
Those are some nice and great inputs about the Space Marines leadership. Did shed some light on their heirarchy.