That sort of stuff is why I don't play on Ironman. I prefer Honorman, in which I only re-load to a previous save when I feel a loss was unfair. There used to be tons of reasons to do that in the original game, but OpenXcom has greatly reduced the terrain, AI, and other dickery. (I've heard recently we can thank Volutar for a good portion of that.) But even in OpenXcom there's reasons to re-load. I don't play Ironman on other games, either, because I can't trust the game designers to only kill me with my own mistakes.
I love that quad-barrel shotgun but I don't understand how he holds four of them at once and doesn't have to re-load them all. Also that life-draining blaster is really OP, you had over 3000 life at once point!