That video is rules lawyering at its best(as in worst).
You can't shoot Death Marks in your opponent's turn. Something that against the normal mechanics would be spelled out explicitly. Yes, units may fire the turn they come in from reserve as normal, but it's still the other players turn. Normally a player can only fire their own units on their own turn. The deep strike rules don't override that; they're written for the 99% of the time where units are coming in on their controlling player's turn.
You can't in good faith make the argument that you can shoot Death Marks in your opponents turn. A seasoned 40k player would know the intent here. Any time you are jumping between 3 or more disparate rules in this rules system your are stretching the credulity of your argument. I know that that's not a perfect answer, but the 40k rules are not written to the same precision as some other miniature games. If someone pulled this argument on me, I'd argue back that I should be able to chose the target, since it's my shooting phase.
And there are effective ways to use Death Marks without resorting to this. Try combining a unit with a despair Cryptek in a Nightscythe. The Death Marks allow the abyssal staff to wound on a 2+, and the Nightsythe give them the mobility to drop that template anywhere on the table.
Yeah, the Ethereal Interception rule is only situationally useful, but it's not the main draw of the unit anyway.