They don't have to be within coherency of the HQ but they DO have to be within coherency of each other. Remember that a Heavy Weapon squad is SIX guardsmen that are armed with 3 heavy weapons + 3 lasguns. Don't forget those three lasguns, because when an enemy gets within 24 inches you can start shooting him with those, and if he's within 12 you can rapid fire.
Also, don't forget that the HW attached to your HQ deploy at the same time as your HQ.
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