Even if ur not supposed to i do to me there is no rules in makeup. They also say not to do dark eyes with dark lips but u no what i do ha don't care u have fun girly!!
Definitely not a faux pas! In fact, I think it is encouraged. Mixing eyeshadow finishes adds visual interest and depth. I love doing a shimmery lid with a matte darker colour in the outer corner and crease. Personally I'm not a fan of using all frost finishes for one eye look since it can be a little overwhelming; a matte colour can help with that.