Breaking news, sectopods are absolutely terrifying.
I was assaulting the overseer ship where you encounter the first ethereal. I triggered an elite muton pack of two and a sectopod with two drones. While attempting to move my assault mec in to stun it with its electropulse and punch it until it died, I trigger another sectopod, only a short distance away. Also, all this was taking place literally around a meld canister.
Long story short, it was a pretty close fight. My two mecs were pretty beat up and only had 3 and 1 health, respectively. They were a huge help with the proximity mines and stunning field. Of course, I had lost my colonel support early in the fight to a stupid err in judgement while trying to keep an elite alive to stun it. So, I lost all sources of healing my mecs. I had yet to research advanced arc throwers for healing mechanical units. My two tanks of the team were barely limping by, and there was still two elites and an ethereal to find. Fun.
Said pack was in the middle of the ufo. I killed the elites with a proximity mine + alien grenade explosion and my two assaults finished them off with plasma. The ethereal mind controls one of assaults. I attempt to move my mecs past to punch the ethereal, and close combat specialist triggers. My assault critically wounds both mecs.
It came down to my other assault rapid firing at the ethereal from point blank while my heavy took potshots at it. I lucked out and killed the ethereal before my mecs bled out.