I can't find the unit or behavior you are talking about (I did not purchase the Nova mission packs, which might be why). However, just based on your description here are some things you could look at:
- Look at the Stats: Death Time field of the unit. If this is anything but 0, the unit will take some time to actually be removed after it dies.
- Try going to the Effect: Effect - Final field of one of the behaviors you are working with and adding a Suicide effect to kill the Hyperion after the behavior stops.
- If you have any Create Persistent effects surrounding the Jump Out (you probably do; they're very common), try adding a Suicide final effect there as well.
As to your bonus question: create a Create Persistent effect that fires instead of spawning the Hyperion right away, with an expire delay of a few seconds. In the Effect: Effect - Expire field, create a Create Unit effect to spawn the Hyperion. Then attach some actors to the persistent effect with the "jump in" model and sound.