By the way Duke, you don't have Expend Research Item on right? Expend research items needs to be off or the game becomes near unwinnable. Also, are you researching each Codex stage multiple times or are you only research each stage once before upgrading?
It is set up for the game to destroy items are researched so I were need to rebuild stage 1 Codex 3 times. First got corrupted data, second gave me some pass topic what unlocked Medikit and third time I gain corrupted data again. That was the point where I decided to research all stages only once as I found impossible to afford rebuild codexes and fuel my troops with items. But will turn off the expend option and give a try to the lower codexes once again.
I reached a bit further and experienced that codex 4 provides no tech as "it decides what X-com may extract". On the other hand level 5 gave me Blaster launcher so it vanished from the available research list. Now I research Archangel as an Ethereal commander and a codex 5 seemingly unlocked that together.
I try to raid and loot everything I can shot down with pilums or can caught landed. I met with a Constructor only once as I mostly got small and medium vessels and 3-4 terror ships every month (these are impossible to shot down with Rook + 2 Pilums on Superhuman or I can not managed to do so).
Armoured Mutons are cool. Those guys really hate lasers and their duelist little angry friends are the most cool terror agents after the Chryssalids. Wear those lovely tattoos, awesome!
About codex key recovery missions. I have three so far and the site always filled with armoured water-heads. Sectoids are the only race have this mission or just I were unlucky to got floaters?