The Ymargl Stealer thing is a bit of a pain to do. I prefer streamlined rules (and rules that aren't once-and-only). Immunity to Assault Grenades would be a possibility for Scorpions (can't grenade what you can't see), along with Counter-Attack.
The dodge save idea would be a possibility for Banshees. Banshees are all about the first strike - the ability to evade overwatch would seem critical. Another idea could be an enhanced charge distance.
I'm not too hot on universal Haywire Grenades. The Aspect Warrior schtick is crippling overspecialisation, generalisation just makes them expensive for their purpose.