Are some enemy types missable?
I assaulted the alien base and killed the sectoid commander. Shortly after that I shot down the overseer ship and made the game progress forwards. Now I never see any sectoid commanders and instead only fight ethereals. Unfortunately I never got to capture a sectoid commander alive.
Did I miss my chance to capture them? Do they stop spawning once I shift the stage of the invasion? Finally are there any other enemy types I could have missed?
If you've seen an alien once, you will see them again, this applies to all enemies except for the final boss and Outsiders (of whom you only need to capture 2). Grounded UFOs will occasionally contain Commanders and always Ethereals, the 2 enemies that seem kind of one-offish. The frequency of earlier enemies spawning does seem to go down as you progress through the game, but if you try for a while you'll meet them again.
Bonus: when you reach the final stage of the plot (but don't start it), you will be able to play pretty much forever, allowing you to complete all interrogations, research and foundry projects - no abductions to cause panic and no pressure to pursue the plot.