So Im in this battle and suddenly the enemy fires a rocket at my second IMP created merc, instakill.... Feels kind of cheap to lose one of my favorite soldiers this way, how do I deal with it / prevent this from happening?
So are you far into the game? I can't remember ever having the enemy fire a rocket at me, though perhaps I just forgot. In the very least it never was a problem. Are you sure you're not talking about an artillery strike? Those used to give me massive headaches. The difference is that it is a series of explosions without a rocket trail. Do deal with those you have to have a merc equipped with a radio set to scramble the airwaves. It also prevents enemy reinforcements.