1)You take wounds, in the shooting phase.
2) you can take any "normal" save IR armor save or inv

You don't get to take any improved save from special cc weapons or a WYCH dodge save as for thosE to work u use them in the assault phase.

This is just like the sweep attacks of the de, u can always take normal saves but wouldn't be able to use a dodge save or the improved gk weapon saves as those are used in a different phase.
This is why occasionally they FAQ as to what phase some attacks take place in, so that u can determine what defensive options u have.....