Specifically, Strength is how you determine to-wound rolls when compared to the target's toughness and Armour Piercing values have to equal or be lower than the target's armour to negate the save.
If you marine was hit by a S8 AP4 to 6 shot he would still get his 3+ armour save. Conversely, if it was S8 AP1 to 3 his 3+ armour save would be negated.
Instant Death is a rule that occurs when the strength of the weapon causing the wound is double or more than the target's toughness, and reduces you to zero wounds regardless of how many you have (unless the defending model has Eternal Warrior).
If your T4 marine Captain was hit and wounded by a S8 to 10 shot he would be instantly killed because the strength of the shot was double or more than his toughness. Splut.
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