My group has just finished Chapter 2, and I will have them spend a session consolidating power on their new planet before the Necrons start their inexorable advance. My question is this (assuming they survive): what next? What have other GMs done with their groups, or where have their groups wanted to go/do?

I would continue with the planet.

What are the state of affairs down there? The planet very likely has both ressources (like the populace, the manufactoria and all remnants of the Necron tomb that didn't get buried) and problems (quite possibly the food supply, also other factions that didn't get obliterated). How do the PCs solve the problems and how will they make use of the ressources? Also, now that they're definitely established as major players, how will other big boys in the Vortex react to them? Do they make alliances? Wage wars? Unite/absorb cults?

How do the PCs deal with the remnants of the Guard regiments? What do they do with the two cults already present on the planet? How will they bring their industry back to speed? Where will they find a trustworthy steward to manage the planet when they want to leave it for other conquests?

With great power comes great responsibility and since the Heretics most probably dont want their planet to turn into a barren waste they will have to tighten their grip on it asap. Other warbands might get attracted, cults, necrons, traders. Maybe the ritual left an interesting signature alarming warp-sensitive astropaths, dark eldars, even more necrons, …

A different approach might be to let them think of something themselves. How do they turn the planet into a base they could actually use? Use it for what? How can they attract potential allies like traders, get the forges back online, there are so many possibilities… i'd definelty run the next adventure on that planet.