As to capturing aliens, Sectoids go down pretty easily once you get rid of their shields. Floaters are not terribly tough, either.
I've had some good experiences with Stun Spears. You don't seem to have them for some reason.
Taser Cannons are pretty good because they're somewhat armor-piercing. Not much else that agent is going to be doing, though.
There is also no need to use 'pure' stun. Beat them up and then perform the final blow with a stun weapon.
You have Psi-Amps, so going for a few psi-captures towards the end of the mission can work. Not sure what you did with your hybrid defector, though. Wait, you don't have
that, either. Your capture&interrogate game could use some improvement. There's a whole bunch of stuff you actually have
not researched because of that.