I have based and undercoated one of each figure tonight and will see if I can finish them at the weekend. This may be difficult as I am going away for a few days at the end of the week and may be out the next two evenings as well.
I have downloaded the .45 Adventure rules which only seem to need a few figures each. I have got five of each type of figure so will see what I can mock up with them.
Ultimately, I see the Nachtjaeger as evil Germans and the Sky Pirates (despite their name) as good guys. But equally they could both be bad guys and have to fight it out with armed archaeologists or what have you. Certainly the figures call for some sort of airship scenario and I have downloaded an airship interior.