Right here's the thing, the Lost mission you enable in the starting menu basically acts as a tutorial for dealing with the Chosen assassin. You get 6 soldiers, two of which are hero units, only have to fight the assassin, etc. etc.
Basically it gives you a bunch of free shit and exp and loot and powers you up for any real encounters with them in the future.
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But if you turn that off, then your first encounter with the Chosen will always be a retaliation mission. And you will only have 4 guys.
Every single time I get the Assassin on that, I will automatically lose. To the point where I don't even bother bringing any experienced soldiers into the first retaliation any more. I can deal with the Hunter, he's a massive pain but he doesn't disappear off the map every turn. Not to mention he likes to do that stupid tracking shot thing that doesn't do anything. I can deal with the Warlock, he doesn't kite at all and is more like a Berserker with psi powers.
But the Assassin is impossible. She shows up, kills two people, then vanishes or runs out into the FOW. Every single turn you have to hope you stumble across her (as you won't unlock any abilities to detect her before this), then you need to do enough damage to actually be able to win as she kills your team one by one. Or two by two depending on her mood. If you can't find her, then she'll appear, kill some dudes, then go invis or run off into the distance again.
So you basically have 3 turns to kill her, each turn losing one or two guys. How is this remotely possible?
And if she's immune to explosives, you're pretty much boned.
It doesn't matter if you bring the hero counter, she kills him straight out. I seriously have no idea how to do this battle. Do you just automatically lose if you get the Assassin as your first Chosen? Just let her get her free scan and let her teleport out?
All this completely disregards the fact that she shows up in the middle of a goddamn retaliation mission with all the other Advent forces there to deal with.