Ok, I've just finished running my players through a modified version of Rejoice, using a puppet sub-cult of the Temple Tendency (called the 17th Ascent) to replace the Serrated Query. Since my players blew the ending on Ambulon, all they know is that the 17th Ascent is after power, doesn't like the Priesthood or (apparently) psykers, and has access to military grade heavy weapons (a 'compact' assault cannon), banned neurotoxins and heretical bioweapons (vore weapons are fun...) and archeotech.

I'll also note, the firefight at the temple/lab on Ambulon resulted in 29 collateral deaths, 49 civilian casualties (and, being Ambulon, all of those, plus their dependents, would eventually become fatalities when they fall from the underbelly) and the best part of a million Thrones worth of property damage. The local Magistratum very wisely didn't get involved, but called in a company of PDF to 'aprehend' them. The PDF, naturally, arrived just in time for the fight ( outside the temple) to be over, but before they could enter and deal with lab (rigged to blow by the guard they ignored at the start of the fight). The party is currently in holding cells at the Tricorn awaiting 'debriefing' (apart from 2 in ICU- the midget psyker who got torn apart by the assault cannon, and the scum who didn't want to have his newly looted heavy weapon stolen from him, and so tried to conceal it... in his rectum. He is now awaiting surgery to have it removed).

So, state of play is- the party are in deep trouble for wrecking a fair slice of Ambulon, and don't know anything useful about the big bad guys of the campaign. There is an overt purge of the Joyous Choir, and their known associates, being conducted by Inquisitorial stormtroopers, and verispex teams are going over the Alabaster Court and what is left of the temple/lab on Ambulon.
I have a fun new NPC to run as their Nemesis for a while: a high-grade psyker (I'm thinking a mid-to-high Beta, possibly even a very low Alpha, but probably not), especially since the acolytes' only psyker is awaiting cybernetic resurrection ("We can rebuild him, we have the technology: he will be stronger, faster, better...and taller"). Said NPC psyker is, as the thread title suggests, a pyrokene. I'd like to introduce him in a life-support vat with no free oxygen, with the PCs responsible for interstellar prisoner escort duty back to the Tricorn/an Inquisitorial prison facility.

The question is, how do we get there, from here?

All suggestions appreciated, thanks in advance.

In my campaign the price for such failure is execution. Of course, thats not fun for the players, so I re-wrote the campaign to be playable by introducing a side-plot involving a heretical Inquisitor framing the PCs Inquisitor for Very Bad Things.

So, while awaiting trial/execution, the **** hit the fan and the Acolytes started a race against time to evade the Inquisition forces hunting them, learn the truth, save their Inquisitor and reveal the facts to the proper authority. And hopefully somehow reddem themselves sufficiently to avoid execution.

Probably doesn't help you, but my players really enjoyed being hunted BY the =I= for a while, rather than being the hunters.

Just remember the power of the Inquisition. Since you have Inquisition troops purging the the Alabaster court, they could also bring a message to the players from their Inquisitor and spring them from detention.

Another option is to have any contacts they worked with earlier pull some strings to get them out. Can't remember off the top of my head the name of the noble they were working with at the hive prior to Ambulon but they know the players are part of the inquisition and could put in a good word for them to get them out. The players would owe them of course. That is assuming the nobles surivived the attack at their residence. If not you could have another member of the same family to it.

Other option is to have the players transfered in a prison ship with your new nemisis and have the players meet them while in transfer or escape. Could even have them help each other in the escape which could set up an interesting dynamic for future interactions.

Well...

if you won´t them to "keep working" but make sure that they get the point that they "missbehaved"...

Give them a de-briefing. After a couple of days in holding cells. One where there =I= is present. And takes a lot of time to stress the mess they made on Ambulon. Without getting any usefull information.

At the end, he will simply tell them that they proved themselves to be of no use for investigative mission (watch if you players rejoice at this point!) and dismiss them "for unspecific time till further order arrives". But make it clear that they are not allowed to "leave the city".

After a couple of weeks, present them with the "Psyker escort job" you mentioned.