Whether cult units are able to surrender appears to be somewhat inconsistent. Some of these might be intentional but I suspect for some units this might be an omission. Not taking into account various armored cars:
Every EXALT cult unit (including the Brainer) is able to surrender.
Every Red Dawn cult unit is able to surrender (including the hybrid envoys in the HQ).
Out of Black Lotus units, only the avatar and assassins cannot surrender.
Out of Dagon units, only the disciples can surrender. That is, priests, chosen and sorcerers cannot. Likewise, the alien units gilldogs, deep ones and gillmen cannot surrender.
As said, these might be intentional and there might be lore reasons why some units always fight or flee with zeal to the end. Unfortunately this quite often leads to annoying bug hunts, especially with the BL assassins. Also trying to find the last gillman terrorist(s) for example in the HQ mission, after everyone else has been killed off, often leads to casualties.
I'd suggest adding canSurrender:true to at least BL assassins, and also at least some Dagon human units. This would significantly increase the gameplay experience without detrimental effects (I don't think this would provide a too easy path to obtain a BL assassin for questioning in order to get the martial arts path; you could always capture one with tasers anyway).