If you want RPG's n stuff, raid store houses and you might get some.
Actually, this gives me an idea for a mission solair, what about a munitions outpost assault for exalt or red dawn? like a mission which has a chance to have high rank officers of course, but also has LOTS of neat guns normally ranked for promotion 3 and such, but on the other hand, lots of enemies armed to the TEETH with such weapons. I would certainly consider a rough mission which only had value in getting good weapons and ammo, even if it was very dangerous.
Kinda like a very high risk, very high reward situation, where its a near death sentence attacking it, but if you DO, you end up with lots of weapons which conveniently the council doesn't mind you using. Like a few high explosives, a few RPGs, heavy machine gun type weapons, and other equipment. Could make it a similar experience to raiding a UFO on promotion 1 (I have done this actually, with hunting rifles, shotguns and pistols) where its an extremely dangerous, and almost foolish idea, but has IMMENSE rewards to doing so.
I personally love this kind of game-play, but I admit its a little silly that the council won't let you BUY an RPG, but is completely ok with you bringing in an RPG to a city to fight monsters or something. I kinda wonder if maybe RPG's / grenade launchers should be behind a research lock to use, for "liabilities", before xcoms lawyers can justify it with the explosives license. Sure, theres no authority to PURCHASE an RPG, but the license still """"technically""""" covers RPG rounds.