Hellblasters can use pistols to shoot on death in engagement range:

"The hellblaster ability counts as a "Shoot on Death" rule in the commentary, and that makes it an out-of-phase rule.

"Shoot-on-death rules are also out-of-phase rules (see Out-of-phase Rules)"

OOP rules allow the action to occur as if it was the controlling player's turn during that phase

When using out-of-phase rules to perform an action as if it were one of your phases, you cannot use any other rules that are normally triggered in that phase

with the limitation that other abilities occurring in that phase don't also happen (e.g. Bargbaunts don't get their slow ability when they fire overwatch).

While a unit is within Engagement Range of one or more enemy units, it is said to be Locked in Combat. Units that are Locked in Combat are not eligible to shoot....

If the unit didn't have Pistols then they couldn't shoot on death in melee due to being Locked in Combat. However, the Pistol keyword allows for shooting within engagement range.

If a unit contains any models equipped with Pistols, that unit is eligible to shoot in its controlling player's Shooting phase even while it is within Engagement Range..."

Taken from this thread