Yeah, I like it better like this too. I've edited my original post to reflect my updated wargear and backstory. I don't think a possessed marine sounds too op. And it's cool because it's an iconic unit from the tabletop.
I agree this is a pretty sweet team so far. I think it could be cool to get some Dark Eldar characters here too. Although I'd be curious to see how that would work, in most of the fluff I've read Slaanesh scares the crap out of them (and rightly so!)