We all saw this model yesterday with the rules for Shadow Wars, and GW responded by giving him rules in 40k. Plus they revealed what we were suspecting on the model shown in the Shadow Wars update... it was a custom model made from Catachan Jungle Fighters
via Warhammer Community
The original Sly Marbo model is no longer available, but the plastic Catachan Jungle Fighters kits do have enough parts to make him, as you can see demonstrated here. This model was converted and painted by one of our talented Hobby team members.
And because you all asked so nicely, here are some rules to use him in games of Warhammer 40,000.