Here's some feedback from a few days play. This will mostly be small things, positive and negative but there might be some bigger things touched on too.
In no particular order for positives:
Not having to click loot to get it is great. The Innoculator is a very cool potion mechanic. The geometry deformation and impact effects are fantastic. The writing is great. Having the option of WASD to move is great. And many more things that are great too numerous to list. Being able to freely respec skill trees and attribute points is awesome. The crafting system is interesting and has some depth to it. The pathfinding is flawless (I've yet to find a location too complicated or far away to click that has a valid path that the pathfinding system didn't immediately find without breaking). It looks incredibly 40k - the character designs, the tilesets, the skulls everywhere the gothic spikyness and fake-latin is all there.
Some niggling little issues:
Dodging is very clunky, having the option for dodge to mouse on a single button press, double tap a movement direction to dodge and dodge key + movement key to dodge are all better ways of doing it imo. Not that having the directional dodge buttons is detrimental, leave them in for the people that want them, but I think most people would prefer one of the other methods.
Cover is a little too fragile and too many enemies have weapons that ignore cover. There's also tons of enemies that seem to have special attacks (guardsman grenades and such) that deal a HUGE amount of cover damage making whichever room you are fighing in flat near instantly.
Some cover pieces don't quite work when used from some directions (the "collection of small boxes" cover for example) - you end up shooting your own cover and destroying it.
Both of the above cover issues seem especially prevalent on the fungal outdoors nurgly map. Those toadstool tree growth thingies are both very fragile and too large to properly use as cover.
The crafting system timers are really long relative to how long it takes to level and how quickly you get loot. If you craft something big (I have a purple sentinel armor in the oven) often you've outlevelled it by the time it's finished crafting. Not an issue when you're level 20, but during all but the endgame the timers are counterproductive.
An out-of-combat built-in movement speed boost would be really appreciated. Movement speed in combat is fine - movement speed during down time is too slow I feel.
And shockingly, some of the weapons could do with less yes, less impactful hit effects. Autoguns especially blow things to bits like they are bolters, which makes the actual bolters feel a lot less cool. I'd suggest having lower power-per-shot weapons like autoguns just ragdoll dead enemies instead of blowing them into tiny chunks. Everything up to 11 at all times means it doesn't really feel like 11 - can't see any peaks if everything is peaks.
This last one is less of a niggling issue: I really think normal missions should award a small amount of character xp. I think taking the fate rewarded for a mission as a guideline would be a good starting point, so a 5 fate mission gives you 5% (somewhere in that vicinity at least) of what a 100-fate tarot mission would give you. Tweak as appropiate for progresion speed obviously.
It's mostly an issue because there can be stretches where people just end up stuck with weapons they don't really like (or only 1 weapon they like) for a long time while they grind for fate to level up the character to unlock weapons they might like more. Maybe letting people "research" weapon unlocks ahead of time for credits and time? That way if they're fate starved but they really want that heavy bolter unlock they can grab it early? This isn't really small feedback anymore so I'll stop.