Richard! Glad to hear you've joined 'The Club'. A very cool set. As to research on the looks of the legations, I'd say go with what feels right. I haven't been able to find many photos that 'agree' with each other.
One area worthy of exploration is the color of roof tiles. Don't rely on this because I'm tired and I only saw this once, but apparently tile color was part of the 'ranking' system and the legations had very low ranking color (yellow, I think?). The Imperial Palace had a high ranking color (gold?)
One thing I'm on the look out for is a suitable 18 mm US Colt machine gun (and the Italian gun). I'll keep you posted as I find more and feel free to return the favor.
I have at least two more orders, maybe three, to finish collecting figures and buildings from Old Glory for this period. I say again, this combination of buildings and figures is one of the finest releases in the historical hobby. Ever!