I'm really liking "Silent Storm". It's as if they removed everything that annoyed me about the Jagged Alliance Series and left the fun parts.

Is there any reason to level up every person you can select? Or can you keep the same party for the entire game?

Your soldiers can die on any difficulty level if they take excessive amount of damage.

Most of the time they will just pass out though, and if you win the mission, they will return to normal after that.

Take a look at a few of the other threads to figure out how to use the console to auto-level your characters.

I forget if it was a huge issue in S2 (I think it was in S3, I never noticed in either...), but the soldiers you leave behind at base will actually far surpass the characters you bring on missions (yeah...). So you may want to auto-level your chosen team every so often.

That being said, I played through with the same squad from start to finish (both games) multiple times in the past and never felt too disadvantaged.