greetings fellow inquisitor!
as pointed out, you need to decide which ordo you will follow - though if you really want the psycannon then you'll need a daemonhunter inquisitor
generally speaking daemonhunters are more outright offensive in their play style while witch hunters are more subtle and have lots of anti-psyker gear and psychological tricks to play on enemies!
the rules for incorperating inquisitor units into your marine/guard army is found on;
codex daemonhunters - pg21 (grey box)
codex witch hunters - pg25 (grey box)
as to your planned retinue, it's slightly illegal as you have too many "warrior class" henchmen... each 'type' of henchman is limited to 0-3 total and things like servitors, vet guardsmen and/or crusaders all fall into the 'warrior class'!
not a huge mistake though and one that's easy to fix
hope this helps,
cheers!