To deal with the slaanesh marines, I would either try and get some sniper unit (I though you had ratlings? Yes I know they are bad but it's better than nothing) or try and get into combat with 2 characters, so one can deal with/decline the challenge but you can still use the precision hits, however this is obviously much riskier.
I assume he could go with sniper scouts, as well. Or, if the opposing player keeps the icon bearer at the back of the unit, one could take Land Speeders (or bikes) and zoom them around the unit so that the icon bearer is the closest model, and the first model to die is said icon bearer. Then
you unleash the plasma deluge and wipe out the squad.
With cultists, do the Leman russes not take them out? Otherwise I would just try to mass fire power.
Not, I assume, when the cultists go to ground for a 3+ save against that Russ.