In combat any member of the unit may be assigned to take the wound, regardless of WHERE they are physically.
So yes, in this case the
PK wound could be assigned to the honour guard space marine with the Stormshield
Remember that, UNLIKE shooting, close combat makes
ICs count as seperate units - so you have to explicitly attack them if you want to wound them, and the owning player cannot allocate wounds onto the
IC if you were hitting the main unit instead.