A quick update :
I just skipped the Buenos Aires terror mission (and lost a continent ... ) After awhile I got another terror mission in Tehran and SIGH it gets stuck again, the same exact thing during loading screen the face of the alien remains there, the mouse cursor moves slowly and I can click, if I go back to desktop and then reopen the xenonauts window for a second the ground map appears with all alien sights warnings on the right side-column of the screen. But the the screen disappears and the alien face loading screen appears again and remains there stuck.
I'm sad