A) When an enemy soldier lies bleeding on the ground and you decide to bandage him maybe make him stand up after the sector has been cleared so that you can interrogate him which then again could lead to extra items, secrets, map information, special quest and so on ?

To add some risk, if you leave him at his spot to kill the rest of the enemies maybe some could recover to stab you in the back? Therefore handcuffs for example might do the trick which also aren't always 100%ly secure (condition/chance).

B) If you add ranks like sergeant, lieutenant, captain, general etc to enemy soldiers maybe make it so that you can take them as prisoner for ransom? Maybe one of those would even join your team as an additional secret merc?

These are cool concepts and I would like them, but at the "wants" list this would not be top priority for me. The next iteration (yes, I expect that JA:F won't be the last of JA titles) should consider these tactics. Also reminded me of this:

https://www.youtube.com/watch?v=Q4c0qomXJn4

nah, i agree with you that it's certainly not essential but another neat additional feature to make the game more fun.

On a side note, the new x-com add-on "enemy within" adds a new resource called "meld" which is only available in battle and that only for a few turns. If you cannot make it in time to pick it up it vanishes kinda like my suggestion with the dying enemies. Im not suggesting tho that JAF has to be like new x-com but in my opinion it's always a good idea to try to keep up with the bigger players if you know what I mean.

Capturing dudes could be nice, but the rewards for it should not be too extreme. 
I do like the idea of interrogating them (preferably after gaining control of a sector with a jail), and getting certain items of them for instance, but to let them tell secrets could diminish the exploration part of the game.

It would be awesome to get troop information from them. For instance, what captured sector will be attacked next, how many soldiers an undiscovered sector has, the location of certain travelling NPC's and perhaps some absurdly silly plans they have that could never possibly be realized, just for laughs.

It does give many possibilites for small side-quests, for instance to find a spy in a player-controlled city (for a higher player support percentage in a city), or intercept a weapon/ammo/fuel transport.

But indeed, it's not a high priority thing. But if they were looking for that something extra after finishing the main part of the game - this would indeed be a nice addition, if they kept it simple.

 Some nice idea's, add's something to the gameplay.