How Subfaction Stuff Works:
You can play any Soulblight Gravelords unit or hero in any Soulblight Gravelords army, regardless of subfaction. However, if a unit or hero already has a Subfaction keyword (ie, the named heroes, and the cursed city Vyrkos units), then that unit does not gain the subfaction keyword of the army you're running them in, and any units that don't have your army's subfaction keyword don't benefit from subfaction special rules - neither those of your army's chosen subfaction nor those of their own subfaction.
For example, you can run Belladamma Volga in a Legion of Night army, but she won't be able to use their outflanking special rule since she's not Legion of Night, nor will she be able to re-roll her casting rolls since you aren't running her in a Vyrkos army. But you will be able to use all of the rules on her warscroll, and you will be able to benefit from the general Soulblight Gravelords faction rules like the 6+ ward save and spell lores.
While the non-hero cursed city Vyrkos units aren't so great outside of a Vyrkos army (and even in one, usually), several of the named heroes are good enough to be worth considering even outside of their faction, especially: Beladamma Volga (point for point the best caster in the faction), Prince Vhordrai (hits harder than a generic VLoZD, and now exclusive blood chalice largely offsets the inability to take a defensive artefact), Gorslav the Gravekeeper (the guaranteed recursion is easily worth his small points cost if you're running zombies), Mannfred Von Carstein (decent beatstick, decent caster, super vulnerable to shooting but almost impossible to deal with for dedicated melee armies), and Cado Ezechiar (solid beatstick in a small frontage for a reasonable points cost, notably has no access to subfaction rules at all).
The long and the short of all this is that you can get whatever units you like and still run whatever subfaction you want. HOWEVER, the cursed city units in particular (vargskyr, blood born, zombie ogres) are kinda meh, as are the characters outside of Gorslav. As a rule, GW likes side game stuff to be ~technically playable~ in the main games, so that people who buy into the side games have an extra use for the stuff, but they don't want those units to be a regular or core part of how the main game factions play (ie they don't want those units to be good), since side game stuff generally doesn't come with a commitment to long term support. So it is with Warhammer: Cursed City units, so it usually is with Warhammer: Underworlds & WarCry warbands. Sometimes something accidentally good sneaks through (eg the OBR underworlds warband), but that's the exception not the rule, and when it happens nerfs are rarely far behind.
..............
As for what I'd recommend you get next...
It's hard to make suggestions for SBGL. Even discounting side game baggage, the warscroll pool is incredibly deep and surprisingly well balanced interally. Far from perfect, but, again outside of side game stuff, there's very little one can point to as 'must take' or 'never take' options.
Out of the 1500 point games you've already played, what do you feel have been your stand out units? Do your grave guard do more work for you offensively, or your blood knights? What have your opponents fielded that you've struggled with? Does your army feel like it's missing anything, tactically?
How has assembly and painting been going? Mostly smoothly? Are you able to crank out basic infantry at a reasonable pace (perhaps via slapchop or other speed painting methods), or is painting very slow going for you? If you're getting comfortable with a method of painting that gets stuff done reasonably quickly then you might want to consider pushing your numbers some more with zombies, but if painting is as agonizingly slow for you as it is for me, then you might prefer to keep things elite with more blood knights instead. Or even some vargheists - functionally similar to blood knights, not quite as good on the table, but faster & easier to paint due to being all skin & fur and not having to worry about weapons, armor, cloth, and chain.
My own first suggestions:
Looking at your list you seem to have a decent start for most kinds of units, enough to get a feel of whether you might want more infantry or more cavalry for instance, but you seem to be lacking in fast chaff, with only a single unit of black knights for that. I personally find this sort of unit invaluable - something speedy and inexpensive and preferably summonable that you can use to grab objectives, block out deep strikers, screen vulnerable units from enemy charges, harass enemy objective campers, absorb 'unleash hell' commands before charging with more valuable units, or even just clog up advancement lines by parking in the enemies face and inviting them to waste a turn charging you.
So the first thing I'd consider adding are:
some dire wolves: battleline. better for screening, deep strike blocking, and harassing objective campers due to unit size, but more expensive per unit also due to unit size, almost obligatory if you go vyrkos with different ways to summon some. In particular are solid at keeping your VLoZD safe from charges for a turn, though they can't fly so that might restrict its early game movement.
and/or
some dire bats: better for sacrificial charge blocking and absorbing unleash hell due to being faster and cheaper per unit, but not battleline. IF you use them to screen your VLoZD you might need multiple units, but depending on your typical terrain set up they might still have an edge over wolves.
Entirely apart from their tactical uses, wolves and/or bats also add a nice gothic horror 'creatures of the night' kind of vibe that fits the army well.
Next I would either choose to go elite or hoardy.
If you choose elite, pick another box of blood knights, or maybe vargheists if you find your current blood knights to be a pain to paint. Then consider a vengorian lord as a hero option to support them in at a points cost inbetween the wight king (who's kind of baddish, and in any event might be better used to support gravesite-deploying grave guard) and the VLoZD (who's stronger, but lacks the vengo's supportive debuff aura, and in any event might be better served as an independent offensive piece). Alternatively, you could grab Beladamma Volga as a support hero emphasizing spellcasting over physical support. Obviously better in vyrkos than outside of it, but even outside she's good enough to be worth her points. You'll definitely want some dire wolves if you run her, plus maybe a second box for her spell (or maybe a box of fenrisian wolves for her spell, since you shouldn't need a full 10 for that, and fenrisian wolves more closely match the wolves on her model).
Alternatively, if you choose hoardy, pick up 2 boxes of zombies and start cranking them out slapchop style. And once they're done, and you've gotten in a game or 2 to try them out, maybe 2 more boxes. Then maybe pick up a corpse cart. And maybe Gorslav the Gravekeeper off ebay.
All of that together should take you far enough above 2k that you'll have some choice of what to take from game to game.
Worth noting that I don't particularly recommend Neferata/Mannfred/Prince Vhordrai as a next purchase since you already have a large centerpiece monster in the VLoZD. The big named heroes aren't bad at all, but unless you specifically want to run a double-dragon build with vhordrai + VLoZD I'd encourage you to get a bit more of a grounding in troops before picking up a second big centerpiece monster (or a third, I guess, after the holiday Nagash, but Nagash is imo more of a special occasion model for big games rather than a regular bring & battle piece).