Problem with the Desavstator stepping back to use his heavy bolter: firing on Full Auto is a Full Action (unless you are substituting the Black Crusade/Only War rule set?), so it can't be combined with moving in the same round. This is why Devastators hate hand-to-hand combat…
Caviat: without special abilities. Armor histories and wargear can allow you to move and fire, but that is the exception and not the rule. If said Devastator has that gear, simply figure out how to get him in hand to hand with enemies that you do not want to get a free hit from, and taking that free hit is equally or more dangerous than staying in hand to hand (for example, if you're in hand to hand with a genestealer it still might be worth taking the hit by leaving hand to hand combat because 1 un-parryable hit is better than 4).
But to speak to your core point: yeah, combat slows down my game as well. Fortunately it's my players' favorite part of the game, so no one minds it taking up most of the night. One possible gimick that might speed things up a bit is to announce who's turn will be next, so they can start planning their actions in advance: "Now it's Zuriel's turn; he'll be followed by Marcus." "Octavius is up, Gabriel is 'on deck'". That might help a bit.
+1 here, I've used this to some effect- you can get into trouble when players get distracted or start side conversations (which is tempting for the players if ther turn is 45 minutes away) and aren't ready when it's their turn. Giving people a bit of notice in advance that their turn is fast approaching seems to work.
Another thing is that the people in my group mostly use cheat sheets for their attacks that streamline what bonuses they might have, which makes it easier for them to figure out all their bonuses and negatives. That aside, even once a player has decided what to do, 4-6 attacks can take a long time to work out.
I'd also use Chastity's suggestions and 'forget' to have the NPCs dodge or get clever so they die more quickly, reduce wounds, reduce the number of enemies present, etc., if combat is still taking too long for your taste.