I'm glad i got you interested on those, but first we should know how they will adress them in game. I want to know if psychic powers will be treated like magic was in Mordheim (first you roll for spell success and then if there is an after effect) and what the consequences of using the powers of the warp will be, because the worst that could happen in the Tabletop is that your psyker ends up posessed by a chaos daemon or exploding in a massive warp energy backlash.
Those special units are truly very dangeous, but they all have their weaknesses or else they would be way too strong. For example, the Stig Shambler despite being very tough, having more mobility than anyone (movement speed of 7, compared to the average of 6 and the Goliaths with 5) and having 2 weapons (the melee one with 3 attacks), it has poor ballistic skill and weapon skill. Pretty much, you will be lucky if you land an attack. But if you land it, it will hurt. Another example is the Khimerix, which despite having very high initiative, decent toughness, strength and also has regeneration, it's weak to fire (cancels regeneration) and also has poor leadership, meaning that it will run away like a scared puppy if you have 3 gangers surrounding it.
Well, those rules are from older Necromunda, but when it comes to it lorewise, they are possible (except chaos space marines and chaos daemons, or else the inquisition would be too interested in going down there). The scavvies are something many people want back in Necromunda, because in old necromunda they were quite damn strong if you played them right. If you won't know what a scavvie is, it's a heavily and grisly mutated person that has been sent to live in the far and dark corners of the underhive. Even tho in the Underhive mutation is tolerated within acceptable bounds, mutants are usually more despised than in the hive proper, and therefore most settlements openly reject them or outright kill mutants. There are other denizens of the Underhive that are worth mentioning: the Ratskins. These are considered the "original" inhabitants of the underhive and they know it like the back of their hand.
When it comes to possibilities, i really want Ork corsairs venturing in the underhive to sack and kill. Or Dark Eldar raiders taking down gangs to engross the amount of slaves they take. Possibilities are abound and we all have our favourites. But for now, let's wait until we get a little morsel from the devs. I bet they have something juicy for us, but good things always deserve the wait.