Good ideas to start with.
Bolt pistols are not available right now. While they have decent funds, 10 or 15 thrones per shot is pretty severe. Besides, this is a long-term game, and opening up the high end weapon locker right now would leave something like 20 more sessions with nothing to work towards.
I guess I'll have to look for some AP rounds and a few other ideas. I don't know if he took mighty shot though, I'll need to ask him that. I doubt it though (IIRC his BS isn't high enough). But there's some options here I can run with. I'll take a peek over at Rogue Trader, which doesn't exactly excite me as an RPG, but I might be able to plumb for weapons. But it's nice to know some tweaking can help him out.
I also don't always intend for the PCs to go up against full armored badguys, it's just that when the baddies come knocking, they're loaded to bear and want to win, so they tend to ambush, wear full armor, and use as much tactics as I can think of. Those fights he's of limited use.
I have a couple of options for said Assassin. Staying strictly within the Las group;
Khayer-Addin Duelling Las. Page 112 Inquistor's handbook
Sollex Pattern-VII “Steel Burner” Heavy Laspistol Page