Everybody playing in "Despair is an Illusion", please do not proceed.

Ok, I've got the game up and running but as everyone knows the end should be fullfilling for the characters and players, or at least the players.

The problem is that I have an idea for a really, to my eyes, good plot twist and ending but one that could end up rubbing the players the wrong way. And this is the idea:

The game is kind of centered around Castobel where an Imperial saint comes forward in the darkest hour of Hive Kevor where the Tyranids are gaining ground. This cause the defenders to regain their faith and fight back against the the Hive Mind. The Kill-Team will be involved with this and see the saint in person achiving miracles. The great plot twist is this. The saint is in fact a false one and the miracles created by powerful psykers employed by the Inquisition to bolster the Imperial morale. This gets out to an exclusive group of people and a group from a zealous Chapter, the Angels Malakim (custom-made by myself), turns their wrath against the "saint" and those responsible. The Kill-Team will be without any authorities to ask for guidence and must make a choice: allow this to take place and most likely cause a complete collapse of faith in the God-Emperor on Castobel or they step in to save the Inquisitioral scam by fighting their own Astartes brothers.

The problem as I see it is that this ending could very well lead to the player feeling unheroic, cheated of a "real victory" or generally feeling that their good work has gone to waste, or just rubbed the wrong way. Yet its a plot that I think is a really good and if it was all 100% good and true with the saint the story might also be a bit to predictable and almost boring.

Any advice for this?

I think it sounds like a great idea. Sometimes a "no winners" situation can emphasise the grimdark. Do it, and let us know how you get on!

There's no crying in baseball, and there's no happy endings in 40K.

Emphasizes grimdarkness and shows nicely even the mighty Astartes not being immune to the machinations of politics. Be sure to make a nice, long Epilogue telling the players about the consequences of their choices... It'd make even a "Well, crap, we're screwed" ending satisfying.

Thanks guys, I'm gonna roll with the idea and if the Emperor is willing I shall return with the tale of it.