Ack! The options!
Okay, let's see...
Let's say military. Private military, actually, if they have that in this setting? My idea was always that he had some minimal military training, but from what I'm gathering of the Imperial groups, I'm pretty sure he'd have been killed no matter what.
Definitely not a stowaway. Until they found out what he really was, the crew was fine with having him aboard. His skills don't point to especially intensive combat training, so junior crewman might be better than guard, and might put him near the captain even at a low rank, if he were, say, helping man the helm.
See above. (private?) military, though it's fully possible if they had a regular route for Zhent to have gotten to know them from, that they were a military supply ship rather than a battle vessel.
Definitely not things from the warp. I think manifesting as the things were attacking would have lead to the not-entirely-illogical conclusion that Zhent had (intentionally or un-) summoned the critters, and he'd be dead. Passengers gone mad might lead folks to a similar conclusion. He was fairly friendly with crew, so I'm not sure a rebellion feels right.
So, heretics or xenos. In that case, despite his own 'alien-ness,' once it was over, Zhent could benefit from the relative goodwill of 'he may be a psyker, but he's a believer / human,' (i.e., he's evil, but less than whatever just invaded). Pick whichever flavor you like best, since I could work with either.
Captain looks like it fits the scenario best. On-station at the helm when some small contingent of the invaders broke in, the captain took what should have been a mortal wound. Zhent spontaneously manifested, sealing the wound with a touch, possibly with concomitant 'psychic phenomena' to spook the invaders and give the crew a chance to turn the tide.