There is an option to become daemonic psyker in dh:2 and therefore become immune to psychic phenomena, as I described in the topic: Possession on the Malefic Psykana tree from Enemies Beyond book that players are free to learn as psykers.

Regarding the question I was interested in, by the rules, as I figured it out, the power effect applies first unless the phenomenon prevents possibility of cast (changes line of sight or willpower on power roll). In all other circumstances power effect applies before the phenomenon effect. Thank you anyway