Well, fuck. Mainly (sorta) due to a bug, my team failed to reach the evac point during my first VIP rescue mission. The VIP made it, at least, so it wasn't a total loss.
The bug which had me waste a turn had to do with the damn locked door of the VIP's cell. I figured I had no time and grenaded the whole wall, which blasted everything around the door. The door itself exploded as well, but the squares remained impassable until the next turn (door still appeared hackable, but I had no available men, what with a zombie and a Sectoid around*). In hindsight, I could've tried to grenade the outer wall, but I guess my ingrained UFO Defense instincts told me the outer walls of alien constructions wouldn't succumb to the average frag.
So once the game recognized the wall's collapse, I had the VIP bolt past the Sectoid and onto the street. The other soldiers were running around, trying to stay in cover while still approaching the evac zone. Perhaps I was just playing it too safe. So two operatives ended up just one or two tiles away from the exfiltration point, while another two remained further behind. My original intention was to sacrifice a rookie to distract the Sectoid, but I blew that and soon reinforcements arrived perpendicular to the route to the evac point: they shot down my then-star (squaddie) sharpshooter and most everyone panicked. But this happened after the end of the final turn, so it was just ADVENT taunting me.
I wonder if soldiers flagged as Captured can be rescued in any way... Would be interesting.
*Another possible bug: the Sectoid left the building and climbed up to the roof, but could still revive the aforementioned would-be zombie and psi-fuck with my men.