With a captured VIP, the unit that was carrying he received a shot and got bleeding.
The bleeding unit was able to be picked but the body of the VIP stayed in floor with the icon active but unable to be carried and inmune to explosives to be killed. I tried to launch a grenade and a flamethrower blast but he didn't die.
The mark of captured was in green. Mission report was Lost so the VIP didn't count as killed