Seconding leaving out Squad mode for a while.
The game works just fine in Solo mode.
Some things we found to be a pain.
Healing. There's very little of it, and no one wanted to play an Apothecary just so the group has someone with First Aid.
Some Psychic Powers are hard to handle. The Space Wolves Spirit Wolves and the Dark Angel Force Barrier are two that stick in the mind. You might want to keep these in mind, when someone is choosing a Chapter to take on thier Librarian.
(I see you have, or should have, a Dark Angels Librarian. Take a look at thier Force Barrier Power. Rule whether they can move/parry/shoot with it active - Or be hovering on a Jump Pack, or have another member of the Squad carry them, or be in a transport at the time... - and be aware of just how much armour they can stack with it)
Ammo is also sometimes an issue, and the rules are contradictory on it. Some sections say you have around three clips for each gun (unless you requisition more), some say umlimited. If you choose to limit ammo, you might have PCs requisition an ammo backpack for thier Bolter...
Hordes are generally ok, and fun. Especially when your players start dropping Frag grenades at thier feet (that can't penetrate thier Power Armour) to obliterate them.
You might want to be lenient with Armour History rolls. It sucks to be an Assault Marine and get a suit that reduces your WS but increases your BS.