None. There are no behavioral differences. As with all other Jewish conversions, the only difference is in who certifies it, and who recognizes it.

Since other sects of Judaism do not recognize HaDerech conversions as legitimate Jewish conversions, there is a cost in being converted to Judaism through HaDerech; but compared to the eternal cost of being in rebellion to HaShem, we view this as totally acceptable. If one is already a Jew through birth or conversion through other sects of Judaism, in order to identify as a member of HaDerech, one must go through a mikvah in the name of Yeshua.

Conversion into the Jewish sect of HaDerech follows the same list of behavioral changes all other converts to Judaism make:

• Commit to keep the Torah.
• If male, get circumcised.
• Go through a mikvah of conversion.

That this process is certified by a Messianic Beit Din, or attested to by at least two witnesses, is the only difference between Jewish conversion and conversion into HaDerech. Conversions into other sects of Judaism are done by a formal review before a recognized beit din.

At this time, identifying as a member of HaDerech may render your conversion into Judaism by other sects as invalid; or if you were born Jewish, you may be viewed by other Jews as an apostate Jew and thus no longer recognized as a Jew. In HaDerech, we count it pure joy to endure such persecution for the sake of the Messiah, for our reward is in the World to Come. We recognize someone as a Jew if they were born Jewish, or have converted to Judaism according to orthodox halacha. Since we view conversion into HaDerech as meeting orthodox halacha, we thus recognize as Jews those converts who have gone through the process of conversion to HaDerech.

The process for conversion into the Jewish sect of HaDerech is outlined here:
Giyur (Conversion)