So, here we go.

Return Fire - Honestly works wonderfully as a passive. Might be a rank 2 ability for the Marksman, but honestly it's such a minor thing that it doesn’t come up all that often. Death From Above is much more a rank 2 ability than Return Fire.

Lucky Shot & Mark Target - Whilst the idea of Lucky Shot is to pick off stragglers and get some guaranteed damage down, honestly I find that Stocks is pretty good for doing that job already. If I can’t just use Mark Target to get a pretty hefty +15 to aim in order to take them out. Considering that the +15 to aim also negates the aim penalties to Rapid Shot and Chain Shot? I think its best to lower it a bit to +10, means you're still taking a risk using them, but not as much as if the target wasn’t missed. As for Lucky Shot? With, if it was a free action ability, that made firing a pistol a not end my turn, and makes them guaranteed to hit? I think that would be a stronger ability, deserving the four-turn cooldown.

Lethal Shot & Armour Padding - ... So. You gain +1 damage to all attacks, AND you always Graze, which is better than what a Stock Does? I’m sorry, but where you high when you put this on Sergeant? Considering Deadshot is a +2 damage increase with a big aim penalty and cooldown, whilst Blademaster is +2 to swords only, Lethal Shot is a Major, if not a Colonel ranked ability! Swap this with Art of War ASAP. Armour Padding’s Good.

Field Medic & Spread Out - Spread Out is Meh, but that’s probably just me. People who actually use Shotguns would probably love the increased mobility. Plus the dodge works well with the Grapple/Wraith Armour and the dodge PCS. Looking at what you have currently, I honestly think that Field Medic should be replaced with an ability that gives you a free pistol shot once per turn if you kill an enemy. Including a free pistol overwatch if you kill someone during the enemies turn. Great synergy with Lucky Shot and Return Fire.

Piercing Barrage & Covering Fire - Piercing Barrage is alright, though I haven’t really tested it out that much. As for what to replace with Covering Fire? Well, maybe you give have an AoE buff move, giving everyone increased crit chance and crit damage. Or maybe the AoE buff gives everyone an extra shot in overwatch and/or gives everyone the ability to crit with overwatches. Excellent for the starting ambush!

Art of War & Ever Vigilant - Art of War is not a Major Ability. Put it down to Sergeant. As for the Support Ability? Maybe you should grant everyone in an AoE a 5 point shield? Not the most flashy ability I know, but 5 extra hit points, that is affected by armour, can be applied more than once and doesn’t count towards wounded, is definitely a Major’s Ability.

Steady Hands & Death War - Apart from Death Watch being a Shock ability, and not a support (and the other stuff I said bout its range as a comment). Maybe the Support ability should be granting everyone in the mission Return Fire, only it works for primary weapons, instead of pistols? Or maybe an upgrade to Mark Target, allowing you to use it as Free Action, and giving allies a bonus to damage as well as aim?

Well, either way. Hope this helps.