Well, as said above: When you get spamed with Ethereal supply ships, it's probably a corresponding base nearby. My advice: Look where they land. Don't immediately land at that spot but patrol just next to it (zoom in max and point next to the landing spot). You will find the base at the exact same spot as the supply ship has landed a few minutes later. Then go ahead. You will find Ethereal bases quite challenging but it you want your points ration being not lowered by constant missions from that base, you might consider going in with a lot of HWPs. But in principle, Ethereal missions have one major advantage: You can take one alive! That will give you the psi tech tree. Psi will significantly boost your ability to cope with psi attacking races but the others as well. Some say, that's what breaks the game, as it will be too easy with vanilla psi mechanics, once you have soldiers strong enough. But without you will have to much casualties on the long run. I tend to immediately sack soldiers with psi strength lower than 60. That means, you'd have to hire by a factor of 2.5 more soldiers, as 59% of just hired soldiers will be sacked the moment you see their psi strength. But it's worth it. Also a psi strong soldier won't be attacked any more with psi, once he has sufficiently psi strength. No more panicking, no more friendly fire by alien controlled soldiers.