This isn't a classical X-com game.
During the "shadow war" stage, "terror" missions (or chaos missions) would be mostly infiltration and sabotage - attack on intelligence and security institutions, false-flags with mind controlled humans, deployment of technology such as dedicated gateways, construction crawlers or psionic transmitters which will make future alien efforts on Earth easier.
Once the all-out invasion begins, terror missions become far more visible and direct like X1 terror missions.