Mhhh...changing the order you follow could be interesting for towns in the holy land.
But after making an own kingdom I think you should need a high right to rule. Why else should a holy soldier follow a unholy bastard
Forming an own kingdom is an unholy act against the church and faith...
If you change the order from that you recruit you should get a huge relation decrease with every lord who represent your old order or with every one who recruit from this unitpool. I don't know how it's managed
And he should get a slightly increase on relation with the representatives of the new order.
Maybe a little reduction on relation with any order representative because you are a unreliable guy.
You also should have to wait one recruitment time to get the next lance...because you have to change clothes, watchwords and so on.
Because of your change in troop preferences a morale drop in your armies would be logical. (If neither god can trust in you, how a common soldier can trust you)
Because I'm not such a big historian I hope my ideas are not too unrealistic