1. Do I have unlimited reloads or is there a limit?
The ammo of main weapons and pistols are infinite. Always reload when you can.
2. If say three mutons are bunched up, can I have my heavy shoot them with a rocket, then have the rest of the squad gun them down and still get all the fragments, or does just wounding them with explosives destroy things?
You lose the fragments if the last HP is removed with explosives. And you really can't use too much explosives, especially during early game, when surviving > Items.
EDIT: 3. I just had my first Exalt mission. Is there any advantage to Exalt weapons over standard weapons? The on-screen stats are identical. I had just manged to research laser pistols right before the mission as I went for laser canons for my craft and skeleton armor first.
No difference. EXALT doesn't get scatter guns though.
4. Finally, has anybody modded Zhang's intro mission so that he keeps his pistol? I haven't been able to find such a mod. I always thought it was stupid that he tossed the pistol away. Even if it was out of ammo and used a different type of round than what X-COM uses, they could have given him one of their sidearms (which could be an interesting take, but probably not possible. Pick an assault/support/sniper to give their sidearm to Zhang)
After completing XCOM: EW on Classic with Ironman enabled, I thought doing a similar run in Sentinels.
Obviously there isn't such a mode in Sentinels, and the gameplay is different, thus I'll make a set of own rules and difficulty settings. These are the difficulty changes I'll make compared to my "Impossible run":
-Enemy AP: 160% -> 120%
-Enemy VP: 200% -> 160%
-Enemy level: +3 -> +2
-Enemy damage: 200% -> 140%
-Enemy hides: Always -> Never (And to compensate, I won't hide either. Apart from Scout class soldiers.
-Player damage: 50% -> 80%
-Weapon durability: 200% -> 200%
-Save possible: Real-time. -> Always *
-Healing: Based on skill. -> Based on skill.
-Hidden Random Encounters: Off -> On **
-Manual Casuality EVAC: On. -> On.
* I will manually save the game once every 5 turns, and immediately if a squad mate takes a hit / dies. If the main hero dies, I am allowed to reload the previous save (The main hero is 'immortal' - but can get wounded.) I am allowed to save while in base.
I am allowed to split two specific missions in half, and restart them from the mid-point (due to the arguable RNG-based events. And even XCOM: EW allowed restarts during base defense and Temple assault )
The missions: Peneemunde archieves (Finale room) and UN Bomb Squad (Finale room). I'm also allowed to restart the final mission (if I reach it).
** No level up / money grinding with random encounters. Although if I accidentally get into one, I am forced to clear the area / flee.
*** The shopkeeper can't be used to maintenance weaponry.
**** Bank robbery is a crime.
5* The Amber room belongs to the museum.
6* Save-scumming IS allowed when defusing mines set by own engineer.
After 12 years, my answer has been finally locked in.
My favorite 'hero' class is definitely the grenadier, for a few reasons:
#1: Grenades are useless if not thrown by a grenadier.
#2: Grenades are extremely powerful, providing burst damage no other class can provide - if against a group of enemies.
#3: They usually end up with a good amount of shooting and burst skill, making soldiers obsolete.
(#4: They are the best drivers for PKs, if you are into those)
#5: Olli Heikkinen is a grenadier.