I don't believe Space Marines actually have retinues any more. Honour Guards and Command Squads are separate units that 1) do not take up an
HQ slot and 2) nothing says that they must be with the
IC. Nothing says they cannot be deployed on their own. Also, their unit type is 'infantry', not 'retinue' or 'bodyguard' like you would see in other other places.
Page 48 of the lil rule book states that 'an
IC may begin the game already in a unit, by being
deployed in coherency with them.' That tells me that they are separate deployments, but begin the game together.
DoW deployment states that at the end of deployment the player may have two troop selections and up to one unit of his
HQ selection. A Command Squad or Honour Guard do not have a
FOC slot so would not count at either an
HQ or Troop unit. This tells me that we couldn't even deploy them as part of the initial deployment in
DoW. This doesn't necessarily makes sense, but it does appear to be
RAW. Personally, I am not crazy about the
DoW rules in the first place. Deploying first in
DoW gives you huge advantages in that you can limit your opponents deployment zone and have control of basically 3/4 of the board at deployment time. I would prefer the game to be about out maneuvering and having a better strategy than your opponent being given an advantage like that. Of course, it is an extra challenge.
A last note, Shrike is a special case as his rules specifically states models in his squad benefit from the infiltrate rule. It doesn't say anything about deploying together. You would have to deploy Shrike, then deploy the unit in coherency with him to then gain the infiltrate special.