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Thunderstrike Brotherhood and Guardians of Deepwood battalion allow you to set aside your units and let them come in during your movement phase.

This problem is that the rules state that if there are no enemy models left on the field of battle, you can claim a major victory.

Does this mean you can't set your whole army aside to use the special set up?

This seems quite weird. I know that in 40k, they check for the models on the field after a game turn, so each player wound have taken a turn by then, so there would be no problem putting your whole army in deepstrike reserve.

Should I play like 40k and check the victory condition after a battle round?

Ask your opponent. As written they instantly win if you have nothing on the table, they may be happy for you to start with everything off-table.