I think this is a fun idea but definitely a very expensive one. Also things you have to look out for are - 1. the keycap sets you want may match in colour from your screen - but the colour may differ irl. 2. usually the legends colour on the alpha keys somehow match with the base colour of the novelty keys or the add on keys. If the sets are purchased separately, you may lose out on this element of colour matching which may not look as cohesive together. 3. The fonts on all the sets hopefully match as well.
Asking someone to print the keycaps is not cheap either. Firstly, you need to design the keycaps yourself - that includes colour matching, drawing novelties, etc. Secondly, you will need to learn how to use 3D design softwares as the manufacturer would want to see the keyboard rendered (you may have to pay someone else to do this - which adds on to the cost). Thirdly, I am an artisan keycap maker but I am myself trying to go into printing keycaps but sublimation is not easy. What you see on screen really isn't what you get. What if the colours come out all weird? Fourthly, you will need to look for a reliable manufacturer, negotiate with them and try to have some sort of trade assurance. IDK, seems like too much of a hassle.
Maybe getting 1 of the nicest set you can find (although not perfect) would be better. Maybe if your set of keycaps are just Maroon/burgundy, then get a silver artisan. That would roughly give you what you want but not a 100%.