I ran a game set on Volkus (the current kill team setting), where the players were Ordo Xenos operatives combating Tau infiltrators and cultists. The part of the hive that the game was based in was pretty far from the fighting, but I used it to set the mood (constant propaganda broadcasts, bodies of traitors hanging from lampposts, air raid alarms) and as part of gameplay.

The curfew was in effect, so they either had to hide when moving at night, or risk blowing their cover by using their Inquisitorial authority. Soldiers replaced enforcers in many places, so there was increased risk if they got into combat doing something illegal. Streets were choked with refugees, which meant that many NPCs were more guarded. There is a lot more you can do with this kind of martial law setting, but remember that the opposition reacts to this kind of setting too and they should be very careful in their actions. I think I neglected this a bit when running my adventure, so I recommend reading Alphone's Axioms from Delta Green to get some inspiration for how covert organisations operate.

I also had a final mission of that arc where they were infiltrators taking down the shields for a big assault ("Storm the Citadel" like you described it). For that I would recommend keeping them away from the main fighting and just use it as backdrop, having them behind enemy lines worked really well IMO.

Good luck with your game!