My opinion is that all of the figures are compatible. The largest scale difference is in the GB plastic infantry. The plastics are shorter than the metal ranges as per usual it seems. GB metals seem to have different sizes between their own figures. West Wind minis are slightly thinner and are either the same height or shorter than the larger/ thicker GB figures.
The largest differences in the cavalry comes from the horse height. The Cataphract horse and Arthur are shorter than the other footsore horses.
L to R: Footsore, West Wind, Footsore, West Wind, Footsore, Footsore Arthur
L to R: West Wind, Footsore Cataphract, Footsore, West Wind
L to R: GB (thin sculpt), GB, West Wind, GB, West Wind, GB (thin), West Wind, GB
L to R: West Wind, GB, West Wind, Unarmored GB, PLastic GB, West Wind, GB