Sprint I suppose? It is tricky to get into the 3m range, but not get into melee, which is what makes shotguns a mixed weapon, on one hand they can **** on short ranges (which is often when you need it), but except at FAR ranges they still do decent power. Plus they are amazing with the sheer variety of special ammo they can use (especially if your GM lets you have some of the fun stuff from ItS, HA and so on), Blazers are an amazing toy as you saw and can singlehandedly change how a combat is going (FLAME is a powerful weapon special ability, as well as having a cone that covers multiple things), with stuff like Slugs, Cryptus Glass Shells, Flechette Shells, Toxic Shot, Gas Rounds, Bolt Rounds, Inferno Shells, Acid Shells (OP but awesome), Executioner Shells, Snare Shells, etc.
Later on you will be rolling with only Flechette Rounds, Slugs, Inferno Shells and so on as your normal ammo and your trusty shotgun will not let you down :-)
On the Vanaheim, it becomes a visibility issue. Combat shotguns may stick out a bit, but heretics will have them too, looted from Armories and what not. A vanaheim belongs in the class of the Nomad Rifle, Cadence Spectre, Carnodon, Hecutor and other rare specialist/finely crafted guns. They are not normal and stick out. But if you think it won't (or keep it as your assault weapon for raiding places), then don't worry. But yeah, in terms of DH and Top End shotguns there are the versataile and powerful vanaheim, with lots of ammo, full auto, laser sight and free nice bayonet, the OP Arbites XBAWX HUEG shotgun, the way underpriced for all the awesome it can do Ironclaw shotgun and the solid fun Arbites Persecutor Combat Shotgun (+5 Range, +2 Shots, Reliable and can be used as a Shock Staff in melee compared to a normal Combat Shotgun).