The standard grappling hook (built in some armors, like spider suit and wraith suit) works the same way the skirmisher does.
Regarding Lost, it is usually not worth not using explosives against advent to keep them "peaceful".
They are easy to dispatch, while facing advent without explosive can be quite harder.
They attack aliens 30% of the time, and XCOM 70%, unless they cannot see you (aka, you are concealed, and reveal them without being seen).
Among the new heroes, the Reaper ability not to increase detection chance works as follow:
It remains the same as before the shot, then the roll is made.
Before the first shot, detection chance is zero, so it remains at zero if you manage to kill a target, which is pretty handy.
It is easily one of the best perks, because the Reaper is an awesome scout:
It can only be detected from a 1 tile radius.
The templar melee never miss. So with bladestorm (it is an XCOM ability point skill), he can farm lost forever.