There's been a bit of debate about that, honestly. If you took a Chaplain (such as in your CAD), you could technically attach him to one of the Skyhammer Assault Squads. HOWEVER, most people say that the character wouldn't get any of the benefits (including turn 1 deployment) because it wasn't purchased as part of the formation.
I've gone back and forth with tons of people on this, and there's no relaly strong answer. The Chaplain certainly would NOT get the assault benefits that the Skyhammer does, but I personally feel he'd be able to Deep Strike in with them first turn, because he benefits from the deployment options that the unit he's part of gets.
Works a lot like adding a Conclave Termilibby to the Grey Knight Nemesis Force.