So, having got to the end of the demo: it's good fun, is the headline news! Some thoughts/suggestions - some of which you've no doubt thought of already, and some just echoing the other poster (also, I realise the current version is very early so none of this is meant as a complaint or hostile criticism!)
- Having the other cults and GSC will obviously help with enemy variety, but it'd also be nice for the different cults to have different rituals/mission objectives: eg for Nurgle cults you have to stop them infecting a water purifier (so a hard time limit/destroy the object mission?), Tzeentch you have to protect a local politician (or kill/capture one suspected to be turned), Slaanesh is a raid on some club/mansion, etc.
- Some sort of safehouse/manor raid, as in XCOM Files and Piratez, would be good mid-game missions for the above; everyday riot/ganger/mutie gangs would work for generated rather than story missions, and smuggling/subversive convoys could stand in for UFOs.
- In general, it does feel like the 4 chaos cults and GSC are the obvious ones to have fixed missions generated/unlocked by research, and missions generated on the fly should focus on the general chaos (small c!) of the Imperial underworld. The prison break missions are a really nice example of the latter as well as having lots of blind corners and short lines of fire (though the heavy bolter turrets currently do an awful lot of the work for you), which helps emphasise that Arbites are space-fascist SWAT units rather than a massed-battle army. Forcibly putting down a gang war is another obvious non-story mission, though I don't know (and don't remember ever seeing) whether OXCE can do 3-way fights.
--Edited to add: a lot of this depends on how tight you want it to be/how much spare time you're willing to spend on it, of course! It's really easy for me to sit here and go "hey, this would be cool", and maybe you just want to keep it story mission only. Your call; it's a free mod and I've already had fun with it. But stuff like a rogue psyker purge, or a mutant attack, etc would be a bit of a refresher, add things to do while researching new story missions rather than spin through a month on speed 6, and also add to the Necroumunda/Imperium feel: near-total societal collapse with a thin veneer of state authority just-about maintained by unremitting armed violence, etc etc
- The above got me thinking that I'd love to be able to really lean into the Necromunda and play as a gang (work for or raid guilders! Fight enforcers! Find a boltgun you can only use, like, twice per battle!), but I suspect it'd be a huge amount of extra work, and really I just miss my old 1e Orlock gang. Still, though!
- The rituals currently seem to autocomplete on turn 2 and there's no hostages/sacrifices; I get that there's no penalty for the rituals completing, but it feels a bit disappointing that there's no way to stop them as there is in ROSIGMA (and I assume the base 40k mod).
-- Relatedly, the daemons might need beefed up, so that i) there's a motivation to stop the rituals, ii) they're a bit more suitably terrifying; I killed the winged demon in the final mission with an autopistol, which is a bit eh.
- Weapons/craft: to echo the other posters, webber guns are an obvious add for non-lethal and HQ autoguns, lawgiver shotguns etc would be a nice step up (also, the flamer's currently called a "flamethrower" in-game, which bugs me more than it should). It's just occurred to me that it's probably even possible to mimic an Executioner round using the blaster bomb/waypoints system, if a bit fiddly. For craft, a repressor/arbites chimera seem like logical additions (and the latter alrady exists), but a four-or-five person bike patrol would be a neat fast-but-low-numbers early alternative to the Arvus. (Might depend on if you want to include bikes as HWPs though, I guess)
- Melee seems bizarrely whiffy considering the emphasis on capturing key people, and more so than in other mods; I had three dedicated melee units and between them they got maybe four/five takedowns across fifteen-odd missions. I don't know what the reason is (low accuracy on the shock maul and low starting melee accuracy, maybe?) or if it's just XCOM being XCOM, but there were multiple missions where panicked priest or aspiring champion got corned and then had three grizzled Arbites wave shock mauls threateningly at them for two-three rounds in a row. It is, on the other hand, very, very funny.
- Cybermastiffs: perfect, no notes
I realise I've ended up writing an awful lot there, but it's a really promising mod already and it'd be great to see more.