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I've never run into this issue in the past, but was about to start using a handful of tempestus scions and thought of this scenario, in particular relating to the hot shot volleygun.

How long does a model count as having moved? If I arrive by deep strike with my scions, the volleygun will fire at its first profile. The following shooting phase, it will fire at full range and shots. However, what about in between those two shooting phases? If my opponent charges me during his turn, will I overwatch with 2 shots or with 4 from the volleygun?

If I win the combat and get to consolidate, moving the volleygun 3", then don't move it during my movement phase, will I fire at half range or full range?

They count as having moved in the movement phase in which they arrived. I can't see anything in the rules that would make them count as having moved in subsequent turns.