What enemies take priority on the battlefield?

For me, it's the Codex. Take 'em out quick or risk losing lots of ammo from their Psionic Rift attack. Flashbangs work great against them, but more importantly, spread out. A tactic I've used in the past is to hold off on reloading if I know a Codex is going to use its Rift attack. One of my favorite resistance cards is the Feedback card. Feedback can kill a Codex or significantly weaken it after just a single Rift attack.

After that, Shieldbearers are a big nuisance. Their Energyshield will buff entire pods into bullet sponges. Not good. Unfortunately flashbangs do not prevent them from using Energyshield. Your best bet is to kill them before they cast.

The Warlock can be devastating with his summoning abilities. He can quickly deplete your reserves if you take too long to engage. Be aware of when he will summon his Psi Zombies. I find Bladestorm units are best in this situation.

Pistols do not have limited reloads. Swords don't need to reload at all! Use those weapons strategically to maintain enough ammo for your primary weapon attacks.

Autoloaders provide free reloads and Expanded magazines provide more ammo per magazine. These items are critical to success with limited reloads.

This can be a bit tricky. Bodies tend to go flying when they die. The game does not record where the ragdoll lands, instead recording the last position before they died.

Search near where the enemy was when they died instead of where the ragdoll lands. And remember, this is a search, so you might have to look around a bit...

Each weapon carries a certain size magazine. Most have 3 to 4 ammo per magazine. You can change this in the DefaultGameData_WeaponData.ini file typically located in Steam\steamapps\common\XCOM 2\XCom2-WarOfTheChosen\XComGame\Config.

Open the file in Notepad and search (Ctrl+F) for ICLIPSIZE. You can change this value for each weapon to suit your needs.