Regarding Sniper Veterans, combi-plasmas and plasma guns would be the way to go. It leverages their Precision Shots extremely well, and if you Outflank you can get into a good position to rapid-fire. Don't forget to take a Rhino so if he brings cyber-occulari (Interceptor aura servitors) he has to waste shots killing their ride first.
That's not true, Intercept happens at the end of movement, and both the transport and the unit riding it count as having arrived from reserve. So if you disembark, the squad gets shot at. If you mean stay in the Rhino and just shoot out of the hatch, that's one way to do it. In that case I probably wouldn't do you the favor of destroying the Rhino and exposing my lines to all of your firepower. Just let you shoot your two guns out of the fire ports, and then on my turn deal with the transport and the unit inside it in one fell swoop.