Preface:
I did several new runs on ordinary Legend difficulty on Update 35+Hotfix 1 (all an Australia start). The first and longest one was till 29.01.2047 (me being quite dominant on the tactical and Geoscape level). Then I decided to start over to learn new things.
Bugs:
- Minor bug: my Infiltrator’s crossbow start with 3/5 ammo. Enemy Infiltrator (Enter Synedrion, Stage Left): 3/4 ammo.
- Starting base location is buggy.
On Etermes difficulty:
I was choosing Vanilla Random but got Antarctica or Australia. Intended AFAIK.
I was choosing Asia (China) but got Middle East (Afghanistan).
I was choosing Middle East (Afghanistan) but got Central America (Honduras).
On Hero difficulty:
I was choosing Eastern Europe (Ukraine) but got East Africa (Ethiopia).
I was choosing Australia and got Australia.

Re Change Notes of Update 36:
“… games started on Etermes difficulty would turn to Story Mode in tactical, and then softlock on mission end ...“

This might only had affected existing runs. Because I started a new Etermes run (Update 35 Hotfix 1, Synedrion squad, Australia start), played till Jan 16 and the fights were definitely not tactical Story Mode.
E.g. ambush on day 2: 3 lvl. 2 soldiers (with 16 strength) vs (initial) 2 Arthron Gunners, 2 Triton Wretches, a Triton Footpad and a Mindfragger resulted in a squad wipe (as expected). I loaded the last regular save and continued the run.
(I was lucky with soldiers (+2 from exploration sites and +3 from a scavenging site) but unlucky with gaining resources (only 2 haven attacks, both in Australia, so no problem and only +60 tech, +205 materials, +135 food from exploration sites and a later ambush with 2/4 resource packs and a late scavenging site with 14/14 resource packs, 2 weapons, 1 armor). I think my Geoscape progress was too slow and then came Update 36 which means: time to start a new run.)
EDIT: I forgot a haven attack by the Pure which I defended. But still only 3 haven defenses in 16 days.

Both bugs are still present in Update 36.
E.g. starting base location on Etermes difficulty:
I was choosing Vanilla Random and got Australia. OK.
I was choosing Asia (China) but got Central America (Honduras).
On Legend difficulty:
I was choosing Asia (China) and indeed got Asia (China).
I was choosing Eastern Europe (Ukraine) but got Greenland.
I was choosing Australia and got Australia.