If you're looking for Horror moments in a Deathwatch game then perhaps use the thing that the SMs fear the most...

Corruption.

Have one of the convicts being a powerful psyker or sorcerer who was being transported in secret by the Inquisition. The unique sorcerous powers/psyker abilities make the Kill-Team:

-- Hallucinate that they are mutating or that one of their fellow SMs is mutating

-- Have flashbacks of performing some horrific heinous deed while seperated from the rest of the squad. Perhaps these flashbacks are memories of the psyker and can help propel the encounter along.

--The Psyker/Sorcerer whispering dark little messages in his head as if they were long lost friends.

--Have them spot things moving from the corner of their eye that the rest of the KT doesn't see.

Believing that they are being corrupted should put a little fear into them.Then you can see which marines thry to hide it from their fellows which is handy for future reference...

Ebon