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Whilst normal pattern power armour is void capable, they also have Void Hardened Armour upgrades, specifically designed for prolonged combat in a void environment. This is applied to a standard power armour suit and can vary in function and aesthetics but it basically makes it harder to breach the armour and provides augmented life support (extra oxygen etc). It places huge strain on the armour servos though, resulting in extended and more frequent maintenance. This in part is why Terminator armour is preferred in a void environment as it is built to cope with such mass.

Marines also have the Mucranoid implant which provides some amount of protection to the marine if they happen to have their armour breached in the void (bare skin in the vacuum). However this needs to be pre-activated before combat in the form of a procedure, mostly likely from the apothecary.

Land Raiders also have auxiliary reactors.... What they are meant to do and how they are powered, who knows, they could be a form of fusion.

Also, the standard engine is an adaptable thermic combustion, in universe it could be possible that a fuel doesn't require an oxygen supply (the writers can sort of make up whatever they want).

Yeah, I don't know how the land raiders on space ships thing started, or why it started, but fighting in the void and fighting with vehicles on top of space ships are not necessarily the same thing.

Did they land vehicles on the Necron World Engines surface for those who know that part of the lore better, or was it pure boarding actions? That could be one of the incidents vehicles were driving across a space ship (one of the very few I'd imagine).

I also wouldn't be surprised if it has happened and is a very niche, totally non codex astartes manoeuvre that the more free thinking marine commanders have employed once or twice.