The namesake of the expansion, the Chosen are a set of 3 alien champions that you encounter throughout the game. There are 3 of them, a hunter/sniper, a close ranger assassin (with stealth), and a psionic warlock. They are sort of like Orcs using the nemesis system from Shadows of Mordor, in that over the course of the game, they develop weaknesses and strengths based on play against you. They are quite deadly.
One of the earlier missions has you fight the assassin, who does not trigger overwatch, has super stealth, and what seems double movement range. Long story short, she will hit one of your soldiers. On my map, she disoriented one (needing someone else to come by to stabilize), then hid on the 2nd floor of a building. I need to launch a grenade to break down the wall in order to give my sniper a chance at hitting her. Thankfully it was a set map, so there were no other enemies during that time (Lost came out afterwards). She then captured one character (again, planned piece) though apparently she can continue to do this in other encounters, which triggers the ability to recover that soldier.
Where the Hunters expansion had ultra hard bosses with permanent effects, the Chosen grow in power with you. You can chase them from a map, but they always have a chance to show in any future map within their influence “zone”. You only ever get rid of them later in the game by taking them out at their base. And if you aren’t paying enough attention, then can eventually attack your base.
This makes them a rather permanent threat throughout the game, rather than acting like a boss character. I’m still early, so I’m quite curious as to their rate of attendance in maps, but it’s one more thing on the map to stress about. And they make it so that there is pretty much no chance of a perfect play once they do show up. In the base XCOM2 maps, it was entirely possible to have multiple map clears with no injuries or casualties. I am not seeing that as a possibility with these buggers.
It’s quite hard to find an analogy in gaming as to what these characters represent, aside from the previous SoM reference. It feels like a customized AI opponent, that continues to tailor the response over time. Where the original had a rather nebulous end goal of saving the world without any arch-villain, this time there’s some additional motivation within. They are not the end goal by any means, but they certainly add a personal touch to everyone’s game experience.