That's not counting the special or heavy weapons that Space Marines and Imperial Guard units have access too. The Halo Plasma rifle is the equivalent of an energy based uzi. The 40k Plasma rifle can melt through tank armor and vaporize individual soldiers.
Also, 40k Imperial troops do have access to shield technology. It's not generally considered battlefield portable, and is generally only used on ships, but Terminator armor has a built in void shield generator, and IG commanders have access to personal shield generators as well.
I was wondering why we don't really seem to see shield generators mounted on vehicles in either Halo or 40k but then I realized that 40k at least does have ground based vehicles equipped with void shields: Titans.
The smallest Imperial Titans are the size of Scarabs, and while they're not generally found amongst IG Regiments or Astartes Chapters, you can bet any Imperial Sector worth its salt will have a few Titan Legions to throw at any xenos threat sufficient to warrant their intervention.
So you figure the Imperium should be able to throw together maybe a few dozen Titan class walkers at the Covenant. Warhound Titans are comparable to Scarab's in size, but they're considered the scout class of Titan, the standard troops of a Titan Legion being the Reaver and Warlord class Titans, which have no equal in size or scale or potential for destruction within the Halo Universe.