I've played Dark Heresy a few times back when I lived in Australia 3-4 years ago. It was really nice breaking out the book again. The players loved the incredible amount of art present in the book along with the general feel. Dark Heresy is extremely effective at producing genre feel. All players, for the most part, know what is going on.
Reading a 40k description aloud.
I started both sessions with reading the 3-4 paragraph universe description present in the main book. It is a great bit of fluff/text that with every word the players are brought one more step deeper into the universe. I found doing this really helped with creating the mood. I also spent a lot of time at the beginning of the adventure describing the different locations and travel, though this shifted into more standard descriptions as soon as the actual "adventure" started.
The mystery adventure worked a lot better than the investigation. The former involved a lot of player choice in a small freedom zone while the later felt very linear in player action. I found the success in the mystery adventure came from using a map.
When the players arrived in the section of interest in the Hive, I gave the group a map with all the locations of potential interest labeled. This meant that the players could go anywhere that mattered right away and I could always be prepared. This also meant that the breadcrumbs were inherently non-linear, meaning a clue might not have meant anything until multiple encounters later. And not by design! This is totally something I'm using again.
When I ran a more tactical game, I know I made huge maps so that the players were essentially doing a round by round dungeon crawl, fighting all of it simultaneously. It sped a lot up. It also coincided to when I started just giving the players the "to-hit" values of all enemies, something I've kept doing for 5 years now.
Have you ever just given the adventure map to the players at the start of the active adventuring period?