I'm just really getting into the Kheldians myself, but I /DO/ remember that Kheldians get a very unique enemy that I should make a note of: The Proton soldier.
The Proton Soldier can drop a Kheldian, no matter the form, in two shots.
Most parties, upon seeing the proton soldier, will likely focus fire on the Proton soldier until he goes down, much like someone would for a sapper, only the proton enemies are less numerous. But I figured I should say something here for the new people so they're not discouraged, like I was, when I played Kheldians before, and ran into this unique enemy. In fact, when I ran into this enemy and couldn't get past him, I deleted my Kheldian and said 'never again'.
Kheldians are still an amazing AT, in my limited experience....just be wary soloing because of the above enemy.