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The simple answer is: Yes.

The more complicated answer is: Yes if certain requirements are met.

Keep in mind that monsters are typically seen as primal and destructive.  If they’re marching as a massive group then the reason is usually food, migration, mind control, or they’ve been angered.  Many times this is a swarm of a single species, which makes it easier to handle in terms of juggling.  One species means every member has the same abilities and habits.  There’s no having to choose when picking an enemy for a hero to face in a specific moment.  You lose all of this when the army is composed of multiple types of monsters.

The hardest part is figuring out why they’re moving together.  Easiest way is to have them be summoned or controlled by a single figure.  This means they’re not the ones making the decision and the army is unnatural.  You sacrifice the free will of the monsters, so their actions have to be fairly self-destructive and lacking in independent thought.  For example, they will not retreat unless the control is broken and any attempts at traps will strain the belief that they’re mindless.  It will be a charge forward to destroy whatever is in their path without question.  After all, mind control means they’re being made to act against their nature.

Another method could be having these creatures share a goal or having a history of working together.  They might be trying to escape a common enemy and have lost all reason other than to run away.  Maybe one species is the smart one and the others are riding beasts and pets that depend on them for survival.  Think of how often goblins are made to ride wolves, which is classic.  Having this type of alliance can make the army scarier for the heroes because there’s unity.  Unlike the mind control or a random gathering, it’s harder to break the morale of monsters that are together for a common purpose.

Of course, there’s nothing wrong with having the monsters be together for no reasons other than heading in that direction.  You could have them compelled to march by unknown forces and the heroes happen to be in the path.  Doing things this way allows for the battles to be utter mayhem, which is fun to read and a headache to write.  You have no real solidarity between the monsters, so they have a high chance of hitting each other when attacking the heroes.  They simply don’t care about their traveling companions and some may even see them as food.  So, you can gradually drive the battle into a state of anarchy that many would just try to escape.  Keep in mind that you can only do this so many times (once per series in my opinion) before it gets old.

So, what do you think of mixing monsters in an army?  I know.  It’s a rather niche question and one that people don’t really think about.  I’m trying here.