Sometimes this game does that to you, bad things happen and there's nothing you can do but carry on and try to do the best you can (just like real life). Remember that funding from countries isn't the only way to get money (selling alien weapons/equipment will get you rich very fast).
The alien base is the most likely cause of their infiltration. When you invade it make sure you bring stun rods/small launchers to stun the alien commander (everyone in the command centre) and don't interrogate him until you need to.
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