When exactly does a unit accompanying a Warlord to a planet from the HQ in the Commitment step of the Command phase exhaust? The Rules Reference Guide says that they they "are exhausted when they arrive at the planet." (page 24)

This may seem trivial, but in a game yesterday I controlled a unit which had both a Dire Mutation (Forced Interrupt: When attached unit exhausts, deal it 1 damage) and Mark of Chaos (Interrupt: When attached unit leaves play, deal 1 damage to each enemy unit at this planet) attached, and only one hit point remaining.

Does the unit arrive at the planet, exhaust, take one damage and then damage all enemy units? Or does it become exhausted somewhere in transit, exploding harmlessly in the Warp?

The unit leaves the HQ in whatever state it started and arrives at the planet exhausted. So establishing its presence at the planet and exhausting happen at the same time and the interrupts in this scenario should take place at the planet it is committed to, not "in transit."