I’m having the same issue. I’m near the end game and have yet to see a scylla or Citadel. And I’ve had no attacks on any of my bases.
I just got the Pandoran Palace mission without ever seeing a citadel or Scylla. Guess they are not required as a plot point to finish the game…
Update: But the new Rage Burst is so ineffective I can’t take out the 2 Scyllas at the start of the Palace mission before they take out most of my team. This game is so much fun until you get to that final mission which just sucks the life out of the game.