I'll admit, what I just presented implies "who can beat them in a straight fight", so I apologise.
What I meant by mentioning Haines and Sonneillon was that Sonneillon is a Space Marine (and therefore knows how to fight other Space Marines, as clearly Sonneillon isn't a fool either), whereas Haines has his thunder hammer (which only the Ancient would consider ignoring; the other two would treat him with a bit more caution). If it did come down to a straight fight, then the best the party can hope for is Holst and Haines being giant decoys, but there are other ways to defeat Space Marines than just in a straight fight -- Goruvich is arguably the most dangerous up-close*, but he's also the least powerful of the three, and in any case I'm not after straight fights against Space Marines. You'll have plenty of opportunities to do other things.
*I know the Ancient has a power fist and Zagan has all his servo arms, but keep in mind that the Ancient is an insane Chaos Dreadnought** and that Zagan's idea of fighting is "you require more cannon fodder", so those guys won't give you the chance of a straight fight anyway. Besides, Goruvich's sword is evil. And sentient.
**The fact that I've clarified something that one generally takes for granted is probably sufficient to get the point across...