We study the linear optical properties of helical cylindrical molecular aggregates accounting for the effects of static diagonal disorder. Absorption, linear dichroism, and circular dichroism spectra are presented, calculated using brute force numerical simulations and a modified version of the coherent potential approximation that accounts for finite size effects by using the appropriate open boundary conditions. Excellent agreement between both approaches is found. It is also shown that the inclusion of disorder results in a better agreement between calculated and measured spectra for the chlorosomes of green bacteria as compared to our previous report, where we restricted ourselves to homogeneous cylinders ͓Didraga, Klugkist, and Knoester, J. Phys. Chem. B 106, 11474 ͑2002͔͒. For the excitons that govern the optical response, we also investigate the disorder-induced localization properties. By analyzing an autocorrelation function of the exciton wave function, we find a strongly anisotropic localization behavior, closely following the properties of chiral wave functions which previously have been found for homogenoeus helical cylinders ͓Didraga and Knoester, J. Chem. Phys. 121, 946 ͑2004͔͒. It is shown that the circular dichroism spectrum may still show a strong dependence on the cylinder length, even when the exciton wave function is localized in a region small compared to the cylinder's size.