Big gaping hole in the rules here. Read the errata too...no help.

Let's say a psyker uses the "Compel" technique. Per table 6-7 it cost a half action of "focus time" to activate the power. OK, assume the psyker uses it at Unfettered strength wins the opposed willpower test and does not roll doubles (and so does not cause any phenomena).

What happens next round if the psyker wants to continue to control the victim?

The power says it is Sustainable (again in table 6-3).

So, I believe if he is sustaining he does not have to do the focus power test again, thus can sustain it indefinitely and also does not further risk perils of the warp?

But is sustaining a psy power a Free Action? Is it an action that costs the same as the original focus time?

What other things can a psyker do while sustaining a power? Can he fire a weapon? Do reactions such as Dodge?

I'm betting there will be differing opinions on this one.

She continues to sustain the power without further tests or actions, and can do whatever else she wants, including using weapons and more powers, though the later suffers penalties as shown on table 6-1 on p157 and further penalties as shown on p158 under 'sustaining multiple powers'.

In the errata, Mind Probe specifically points out that no more rolls or actions are required to sustain the power.

can anything interrupt a psyker who is sustaining a power? Getting a critical hit for example, but one that does not kill or otherwise make the psyker helpless.

Nothing about that is stated. I assume that unconciousness at least would deactivate all powers, but otherwise there is no mention of being able to disrupt a psyker's concentration or anything like that. I'm sure you could set something up, like maybe critical hits require the psyker to make new focus tests to maintain powers, but nothing official.