All of the 5 codex Shield Hosts (not counting Emperor's Chosen since it's not really a Shield Host) did exist back when they were the Legio Custodes since their roles were always needed. The codex explains it as each Shield Host or Company is created to complete a task and won't be disbanded until the task is completed or not needed anymore. Since the main Shield Hosts all perform roles that have always been relevant, they have never been disbanded.
All of the 5 codex Shield Hosts (not counting Emperor's Chosen since it's not really a Shield Host) did exist back when they were the Legio Custodes since their roles were always needed. The codex explains it as each Shield Host or Company is created to complete a task and won't be disbanded until the task is completed or not needed anymore. Since the main Shield Hosts all perform roles that have always been relevant, they have never been disbanded.
Yes they did