Effective radio communication is at the heart of most (if not all) major emergency services, military, aviation, transport and security service operations. Even the teaching staff at my son's school use two-way radio comms. It is so widespread, and yet deeply embedded in these systems that it is perhaps transparent to the general public. Yet, despite being so widespread, there are no consistent guidelines dictating how transcripts should be recorded. The answer, therefore, is that a number of methods are acceptable, and it largely depends on the organisation recording the transcript.
Over is a radio communications proword which means
my transmission is ended and I expect a reply.
So, it isn't actually a question, and so would not be written with a question mark, as your first example shows. There are a number of widely accepted prowords, and obviously many service-specific ones.
I am involved in teaching radio communications at an introductory level, and I checked all of the Radio Communications training manuals that I have access to (emergency services manuals for Australia and UK), and also had a quick look at some NASA transcripts. There are a range of approaches used for reporting radio transcripts. Wikipedia also has a few examples of radio transcripts on the above linked page.
There are three formats commonly used.
The first is to use a comma before over, and generally between key phrases. For your example, then:
Vickery to Cran, OVER.
A longer transcript may be:
Vickery THIS IS Cran, CONFIRMING arrival on scene, PROCEEDING north,
REQUEST support to stage at base alpha, OVER.
The second approach is to use no punctuation at all. For your example:
Vickery to Cran OVER.
A longer example:
Vickery THIS IS Cran CONFIRMING arrival on scene PROCEEDING north
REQUEST support to stage at base alpha OVER.
The third approach (used by NASA) uses a range of punctuation, but notably records over as an individual sentence.
For your example:
Vickery to Cran. OVER.
A longer example:
Vickery, Cran. CONFIRMING arrival on scene. PROCEEDING north. REQUEST
support to stage at base alpha. OVER.
One manual uses hyphens between all phrases: Vickery to Cran - over. It is quite difficult to read longer transcripts, so would not be my preference.