I don't think the mechanics as you've described them would reflect the fluff you're trying to represent very well.
each time a player wishes to make an action beyond movement, psychic discipline use, canticles, prayers. roll a d6 with each use (armywide, except for shooting which is unit based) increasing the number needed up to a maximum of 6+ (players can spend cp on the result).
For instance, you explicitly list movement as a thing that
does not potentially run out, so that baneblade isn't going to be running out of gas any time soon.
You also haven't defined what can and can't run out very well here. You're clearly using the term "action" to refer to things other than "Actions" as defined in the main rulebook. That's clear enough, but it's not clear what all does and doesn't fall into that category. Do guard armies run out of orders? Does a tech priest run out of repairs? Do Nephrekh dynasty necrons run out of translocations?
Plus, a lot of "actions" in
40k don't seem like things that a given army is likely to run out of. A vehicle runs out of gas? Okay, maybe. You'd think the crew would have a decent idea of how close they are to running out and plan their actions accordingly, but sure. But are monstrous creatures running out of legs? How about infantry? How about zoanthropes that just float around? You can run out of bullets when shooting, sure, but is fighting an "action?" And if so, how do I run out of stabbing ability?
And that's without getting into how this would impact balance between units that have more "actions" that they use to be useful and those that mostly just do one or two "actions" over and over. A fire warrior is hurt by running out of bullets a lot more than a marine is.
Plus, it seems like a unit would know when it's low on a given supply and plan accordingly. My guardians aren't going to sprint towards the enemy to get within their 12" shuriken catapult range only to find that they all simultaneously ran out of ammo a few seconds ago. Also, it's kind of iffy from a lore perspective whether some factions really can run out of certain things. Like, can a necron or eldar vehicle even run out of "gas"? Does a gauss rifle have an ammo clip of some sort?
If you want to represent the impact of limited supplies on a battlefield, how about making it a battle zone? (War zone? Whatever they call rules that can be overlaid onto a normal battle.) So before a game, you and your opponent might agree to each roll on the "Supply Problems" table and suffer from the result for the duration of the game. Kind of like a Twist from Open War.
Off the top of my head...
1 - Ammo Famine: Make every shot count. Units may not shoot ranged weapons at targets that are outside of half that weapon's maximum range. Weapons with a range of 12" or less are unaffected.
2 - Tank is Low: Vehicles may not advance this game.
3 - Low Spirits: It's hard to be inspired when your last few supply drops have been intercepted. Halve the range of all friendly auras.
4 - Coms Are Down: You've lost contact with the rest of the army making it impossible to coordinate complicated maneuvers. You may not place any units in reserves during deployment unless that unit's rules require you do so. (Thinking about drop pods here.)
5 - Don't Die Here!: You can't afford to throw away troops right now. Soldiers have orders to prioritize self-preservation. If removing casualties in the morale phase causes a unit to contain less than 5 models, the unit is destroyed.
6 - Patchwork Army: Your army hasn't had time to properly regroup since the last engagement. Squads are still missing members. Tanks are still covered in scorch marks. Each unit in your army takes d3 mortal wounds before deployment. (Do not take a morale test for any casualties inflicted in this way. Units destroyed in this fashion do not reward any victory points.)