Hey, currently at episode #40 so this could get answered down the road, but I have to ask anyway.
I am loosely playing similar scenario and got ethereal terror mission recently. Right of the Skyranger two sectopods were in sight so retreating wasnt an option, it was a must. Just for the sake of "how would it play" I tried it. Let me tell you : unloaded like 20 grenade mix with about 15 HE on single sectopod, had to cheat some mind probe, its research into save to realize that the single sectopod was down to half the hp and rear armor was damaged by 10.
I was glad that I didnt go on that mission, but that forced me into researching the heavy laser which I didnt realize it's long-range, but it was equiped anyway for close-combat the sectopods if we meet them again. Well, now I got landed terror ship with ethereals again, sectopods all over the place. When this was discovered, heavy laser was used (mary-go-round-the-skyranger-landing-gear with one sectopod) and it was disaster. After few rounds I gave up. I tried the blaster packs, but as I was using them first time and the soldiers are pretty low on strength, the result to veteran blaster pack user should be obvious. It did the job, but the guys felt like suicide bombers. And landed UFO just lost its value (well, the ground level was nonexistant after this little skirmish).
So, how do you deal with them ? Is stun damage way to go ?
small edit : i just realized i could have timed those packs better, it wasnt obvious to me at the time of usage :/