Here, I've got one I built for an old campaign on hive Desoleum. 
 
Scattered throughout the sprawling under hive are members of a league of exiled Chirurgeons. These "Black Chirurgeons" perform horrific flesh experiments on their unwitting captives. The Black Chirurgeons fund their research by selling gangs some of their work. Primarily, they sell Chirurgeon Assassins; captives, imprinted with a target, then filled with enough combat drugs to drive them into an extreme rage.
 
Chirurgeon Assassin (Hereticus)
WS:38 BS:27 S:45 T:46 AG:30 INT:25 PER:29 WP:28 FEL:28
12 Wounds, Speed: 3/6/9/18 Threat: 12?
Skills: Athletics, Acrobatics, Dodge +10
Talents: Ambidextrous, Two weapon wielder, Imprinted Frenzy*
Items: Chain Sword X2 (1d10+6, pen 2, Balanced, Tearing) Chirurgeon Harness (2 AP - Head and Torso) Harness, Explosive Collar, Auto Injector Rig: (1)Stimm, (1)Desoleum Fungus, (1)Frenzon, (1)Slaught.
*Imprinted Frenzy: Each Chirurgeon Assassin has a target imprinted into their mind before being sent into the field. Whenever this character become affected by Frenzy they gain Hatred (Target) and must attack that target whenever possible. Charging at the target grants the Assassin the Thunder Charge Talent until the end of turn.
 
Using this NPC:
Chirurgeon Assassins are obviously not in the least bit sneaky. Their handler finds a way to deliver them (Frequently via shipping crate) and then hits his control for the auto injector, always beginning the encounter with Frenzon. The Handler prefers to remain hidden whenever possible, and will ALWAYS detonate the explosive collar upon the Assassins death (Frag grenade profile) (Skulker NPC found in the basic rulebook works well as a handler.) For RP purposes it may be interesting to let the Assassin try to talk to the target, or warn them before they go into a frenzy. Despite the threat rating, it is not a god idea to send more than one of these at a low to mid level group, they are built to hit like a truck and stand a very good chance of killing their one target before they go down. 
The Chirurgeon Assassin NPC uses a Manufactorum Worker as the base NPC, other NPC's may be converted into these assassins by placing the Characteristics of the affected character into the Chirurgeon Assassin's Characteristics, as well as adding any relevant talents and skills from the base NPC.

Thought I would share the campaign I'm running right now with my fellow GM's. Especially since several of you have helped me flesh out different elements of it.
 
This is all a work in progress obviously and I'm in no rush to finish the entire write up so if you intend to run this campaign you might want to wait a while until I've had time to finish writing all of Act I.
 
Hope you guys enjoy!
 
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Added my Manufactorum Guardian Servitor. ^.^
I'll be trying her out on Wednesday, so I'll report back as to how it played out after then!

To see if we can't get this thing started again I would say that the Wendigo sounds like a pretty freaky creatures and I like that, as far as I can see, it isn't just a daemon but something else in service to Grandfather Nurgle. I will probably use it as I see its use as a kind of emissary from the Lord of Decay to a Nurglitch cult which throws a hex on the Acolytes and so ties the Wendigo to stalk the PCs until they can either destroy it or find a way to break the hex.

My group managed to kill it with only a little difficulty using a combination of damage from the psyker, the sniper and some krak grenades I conveniently left on the body of one of the smugglers.
 
Don't underestimate your players, they can do more than you would think.

I haven't played any of the other systems, but I DM'd a few campaigns of DH2. I can tell you that this system is built around everything and everyone being OP, so both Psykers and Fighters will be able to kick some serious ass if they are built intelligently. I don't know much about Only War, but DH2 contains most everything you would need for both builds IMHO.
 
My group found that there was kind of a check list of best practice items/talents to pick up at the start that absolutely everyone had. I can't remember all of them, but LITERALLY everyone started with photo contacts and the jaded talent. If you are starting with 8k XP I would recommend everyone gets Resistance (Fear) as well.
 
AS I said, these are just general best practice things that **** near everyone needs before you start specializing.

There are a lot more types of aliens in the 40Kverse than the tiny handful that are represented in the tabletop game; why not make up a new race that is perfectly tailored to your setting?

If you're going to have this race be cutthroat and brutal, please have local Orks or something equivalent like they did with the sand people raiders in the pod racing event in Star Wars. You can spice things up with environmental hazards so the race is a bit more interesting than just a series of opposed operate tests. I believe it was in the Forgotten Gods adventure that they had an optional encounter where the players could find themselves in the middle of a live firing exercise by Basilisks out in the Desoleum wastes. That could certainly make the race a bit more exciting.

Or Hellions on their hoverboards?  If I remember right, those are slower, and the lower-class Dark Eldar are more likely to race mere mon-keigh.  They're single-person vehicles, but I could see a pair or trio of them working together-ish to win the race as a group.  

Well that's neat. Without any prompting, one of my players decided to play a psychotic street racer. I'll have to nudge them towards the Dervish Circuit.

Absolutely! It also goes without saying that anyone and everyone is free to use this setting or individual pieces at their hearts desire.
 
You are right, I can 100% percent see this fitting in with Rogue Traders in some way!
 
My own plot thread was likely going to be that Lucilla has grown too old to race, the players could choose to gain the Longlegs support by participating in the Dervish Circuit in her place. 

Well that's neat. Without any prompting, one of my players decided to play a psychotic street racer. I'll have to nudge them towards the Dervish Circuit.

Well that's neat. Without any prompting, one of my players decided to play a psychotic street racer. I'll have to nudge them towards the Dervish Circuit.

Oh man what a good idea! Bloodbowl meets Formula One!  I'm gonna totally rip it off for something in my campaign, maybe have a crazy xeno-lovin' Rogue Trader hold some kind of Xeno Olympics.

As much as I would love to take credit for the gang names, I'm just lifting some of the names from the book and fleshing them out haha! I am very happy with what I came up with for the Dandy Longlegs though!
 
I just updated the post with a bit of progress on world building. I liked your idea of a race against Aliens, but I adapted it into something which the players might be able to participate in should they be inclined to drag race.

Dabdy longlegs- man I like that name!
 
Secrets: Once raced against a dark eldar raiding party!
 
I imagina it went something like this: hidden webway portal opens in the under hive. A Deldar raiding party with lots of wyches and hellions starts doing their kill maim abduct thing until some dandy longlegs' juve dieing words are " w-would have beaten you if it waz race!" que the deldar challenging them to a race to the death trough the underhive (and maybe a few laps trough the webway). Because, why not take on some monkeigh scum whne you think you can win right?
 
How did it end? maybe the gang won and teh deldar buggerd off or they won and still got killed... or maybe the racers went trough a webway portal that then closed behind them and none of those were ever seen or heard of again.

I'm not looking at the book right now, but if I recall, RAW quality doesn't change the rarity, it just gives a bonus or penalty to requisition. 
 
So no, it would still be too rare.

Start with 45 Willpower if possible; Jaded, Resistance (Fear), Adamantium Faith.  That will save your bacon against Fear checks, and Iron Resolve is a nice one to have too if you have the spare experience. 
 
If you're going for a melee build, Crushing Blow is a necessity, Combat Master is close second, and pick your method from there; spam attacks goes to Swift/Lightning Attack, Inescapable Attack is a must for single-swings.  Two Weapon Wielder and its companions might be helpful.  
 
For a ranged build, Mighty Shot is a must, and if you're doing a single-shot weapon Inescapable Attack is still important.  Target Selection is also quite important if allies or the enemy like getting into melee.  If you're doing semi-auto and full auto, that's a good place to get Nowhere to Hide; you'll buzz-saw your way through enemy cover.  Spray weapons like flamers are always utterly amazing, as you don't even need to make rolls by RAW; just hope you don't jam (higher quality flamer makes that unlikely, which is even better).  

I'm not looking at the book right now, but if I recall, RAW quality doesn't change the rarity, it just gives a bonus or penalty to requisition. 
 
So no, it would still be too rare.

The Elector Gangs
 
Cogworks - Tech Gang
Based in the Industrial cluster, Cogworks is primarily made up of basic tech gangers with little real skill or intelligence. Their real power comes from the brilliance of Vantice Kaine, a Heretek who came to Spine city a little over a decade ago and quickly came to prominence when he began to supply free energy to the populace. His motives were not philanthropic and he soon started leveraging his power plant for his own benefit. It wasn't long until he had built up a massive following of tech gangers and managed to forcibly take an Elector sigil.
 
Gang secrets: In truth Vantice specializes in harnessing warp energies. Thus, the entire city run on warp generators - a secret that the Inquisition is beginning to take notice of. 
Any who discover this secret find themselves hunted by Vantice's elite Cog Guardians, who wield volatile warp tainted weapons.
 
Dandy Longlegs - Cloud Boys
The Dandy Longlegs take their name from their headquarters - a massive spider-like walking vehicle which clings to the side of the spine and can quickly scurry anywhere it needs to. Rumor has it that a cloud boy purchased it centuries ago from offworld and somehow had it transferred to Spine city at great expense. Members of the gang spend great fortunes on expensive vehicles and love racing more than anything else.
 
Gang secrets: The Dandy Longlegs live to race, the faster the opponent the better. Their leader, Lucilla Danehardt, is something of a hero to the Longlegs, in conjunction with sponsorship from the faceless trade Lucilla has frequently participated in a cross species drag race, referred to in Gothic as "The Dervish Circuit". The circuit is held every six years by a mysterious Avian species who are only known as the hosts, the races are held on a massive desert planet which is assumed to be their home world. Orks, Eldar and dozens of unknown species are known to make an appearance at these races which have gained a savage reputation.  
 
Razor Angels - Fleshcutters
The Razor Angels are the latest in a long line of gangs to have occupied the Archeotech purifiers down in the Acid Moors. Most know better than to fight a gang that can shut off the water at any time. Past gangs have extorted the various factions for coin, yet the Razor angels take a different approach, taking children instead. This ensures that they are always the most numerous gang in Spine City. The Razor Angels claim to have come from deep down in the underhive, fleeing from an unknown foe of unfathomable power. 
 
Gang Secrets: The Razor Angels idolize a serial murderer known as "The Moorside Slasher" who has terrorized the cluster for nearly thirty years. All Razor Angels would claim this individual to be their leader, but in truth they have never found this elusive figure. The Angels keep their Elector Sigil locked away, hoping to gift it to the slasher should he/she ever be found.
 
Edit: Added the Dervish Circuit and the Razor Angels. 

If it were my game, I'd make it clear to the PC's that walking around with that kind of killing power is basically announcing to the entire planet that you're intending to make trouble for someone.  Enemies would start hiding evidence and setting up ambushes pretty much from the moment the PC's stepped off of their ship (and not just the enemies that the PC's came to investigate; everyone who was up to no good would be on high alert and, to some degree, gunning for the PC's).  

As people have mentioned, Necromunda is a perfect source of information on life in an Underhive. The big thing that I always remember is that an Underhive houses the scummiest of the scum in the entire hive. You have degenerates, heretics, mutants, gangers, death cults, rich upper hivers hunting for sport, strange creatures, and possibly even aliens. You can quite literally have an Al Capone type ganger crime lord with his 'family' while another area of the Underhive has a bunch of crazies that would fit in quite well in Mad Max.
 
A chemical sludge lake or deposit would fit nicely in an Underhive as well as whatever other environmental disasters and toxic dumps that you wish to throw in. Combine that with a Mutant King that wishes to conquer the Underhive and you can have some real interesting challenges for your players.

... and zombies!
 

 
Not every hive has had contact with the zombie plague, so it's not like they are mandatory, but... come on zombies!

Early in my DH campaign, I had a lot of the action revolve around a hive city squatter neighborhood (named 'Z-Town' due to its shape: a dog-legged thoroughfare) that marked the transition point between the hive proper, with strict law enforcement and modern conveniences, and the dangerous, entirely lawless underhive. Hence I always had easy access to whatever the story required that episode. Need an expensive piece of gear? Catch the transit tube at the entrance to Z-Town for a quick trip to the Highmarket- but try not to attract the attention of the local Enforcers. Need an ominous location for a no-holds-barred shootout? Just wind your way through the shabby tents at the Low End of Z-Town and you will find eventually yourself in the trackless ruins of the Underhive.

I was going to build a random encounter chart. This definitely makes it in.