Was there ever confirmation before this that Cypher was actually trying to get to Terra specifically?
Not specifically, but it's eluded to at least twice in the dataslate that preceded this release. Most clearly in this passage, speaking specifically about the sword on his back:
One of the characteristics that defines the mysterious Cypher is the sword that he
carries. On every world where he has been sighted, Cypher has always bore a
sword, yet no matter how pressed he has been in combat, he has never yet drawn
the blade forth, either to attack or even in his own defence. Even on the rare
occasions when both pistols were struck from his hands, the robed figure did not
draw his blade. Some of the Unforgiven have speculated that the blade is none
other than the famed Lion Sword – the blade of their Primarch that was lost when
the Lion disappeared. Others say it is a new weapon made of the same meteor that
produced the metal for the Heavenfall Blades borne by the leaders of the Dark
Angels today. There are those within the Inner Circle that speak of the ebon Sword
of Luther, the treacherous sword that some believe slew Lion El’Jonson before he
vanished into the Warp storm. They whisper that it is Cypher’s goal to reach
Terra, to finally draw forth that sword for the first and last time, using the weapon
to slay the Emperor, striking him down from his Golden Throne. Some
few have even suggested that Cypher will kneel before the Emperor, offering him
the blessed blade and by this deed seeking final redemption for the Unforgiven. In
the end, all that is known for certain is that the sheathed weapon is yet another
Emphasis added if you don't feel like reading the whole thing.
Also, if the Imperials had just witnessed first hand that this Yvraine could resurrect the dead, why would Roboute not then make it a point to get her to Daddy fucking ASAP?
I'm pretty sure this is the excerpt detailing Yvraine's departure, though I'm not sure it will answer your question. Jacked from Atia's blog.
Kinda seems to me like they were pretty much free to leave after rendering crucial assistance and too dangerous to take forcibly.