Astartes: Usually limited to mission briefings, but every now and then an objective might be holding out until an Astartes force arrives to secure it more definitively ahead of the main crusade forces. Similarly, there might be occasional opportunities to fight alongside a stranded or lone Astartes, or see them from afar. The main reason to keep them away is because they will overshadow the PCs, who are, in fact, the heroes of the campaign, and their arrival can feel a lot like Deus Ex Machina unless foreshadowed.
Arbites: The Adeptus Arbites are some hard, hard chaps, but I'd put them about on par with the PCs (who are meant to be exceptional Guardsmen) in talent. Their gear is fancy and their toughness legendary, and so having them show up during a rough urban fight or the PCs go to the aid of a besieged Precint-Fortress could be really cool during urban battles. Gruff, murderous supercops fighting alongside hardened veterans? Awesome.
Inquisition: Likey to be there in any warzone, at least to observe the situation, the PCs should be approriately terrified of them, whether or not they've done anything wrong. PCs should always dread being 'requisitioned' by the wide-brimmed hat-wearing man or woman chatting with their Company Commander. A good source of suicidal-seeming missions or special operations for an experienced and famed team of Guardsmen, since Inquisitors are always looking for talent and can order the services of literally anyone.
AdMech: The Squad might actually have an AdMech character, if they include an Enginseer, meaning they might get tied up in AdMech shennanigans out on the field. The best way I've found to do the AdMech is to play them a lot like an exaggerated version of tech-support. Dismissive, frustrated with the end-user, and generally reluctant to help the PCs, despite their vital role. It should often feel very uncomfortable to have to ask for their help.
Ecclesiarchy: Again, you could actually have an Ecclesiarchy PC if you have a Priest. Depending on how pious their regiment (or squad) is, the PCs will likely have very different feelings about the Priests. They could see them as brave and righteous ministers, or in a more cynical regiment, a group of crazy REMFs who have no business being on the field and who mostly exist to get troops killed, trying to run at a tank with a giant chainsaw. Either way, you can get a lot of mileage out of their fanaticism.
Navy: Oh, sure, you buggers get to sit up in orbit where it's safe, sipping tea and flying planes, while we go crawl through the mud. I've always thought of the relationship between Guard and Navy as similar to Guard and Stormtroopers: You're glad when a wing of Valks shows up or a target takes an orbital bombardment, but resent them getting to sit in orbit.
And one you forgot: Administratum: Because forcing the PCs to escort a Munitorium Quaester as he or she goes to tell the Catachans they got too much equipment and need to politely return some of it to HQ would be utterly hilarious. And possibly lethal. Considering the level of bureaucratic messups possible with the Random Equipment tables alone, there's a lot of room for the PCs to be dealing with the Administratum-types and their auto-quills!