That's not really true though, is it? It wouldn't be a 40k RPG if you didn't maintain the setting. Sure, you can write your own pieces of it, but they should fit within the setting's aesthetic and any diversions from published material should be kept to a bare minimum.
Introducing Deus Ex Machinae in the form of "It's advanced tech that the Mechanicus forget they have/from a non-Imperial world/built from a fully working STC we found behind the shed the other day"... it's just bad GMing. If you don't like the setting, why are you RPing in it?
It does break the suspension of disbelief somewhat if a small group of aspiring weirdos manage to summon up the resources to get a ship on a scale that even the highest powers of the Inquisition and Mechanicus have managed to build but a scarce handful of times in ten millennia.
At the very least, I'd suggest asking the players (or even the characters) about what they'd like to do. If they like the idea of having a huge warship crewed by the damned, then it seems daft for them to have a tiny one they'd be very, very, very unlikely to.



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Darnok