I'm not actually sure. You should have gotten Carapace Armor as a research option fairly early.
The Chryssalid item also gives +4 hp, in addition to the melee defense. Yeah, the description for some reason leaves that out. Don't understand that one.
Africa. Extra money is by far the best benefit you could ask for, especially on higher difficulties.
South America's is nice if you get it early enough that it affects nearly all of your autopsies and interrogations, but otherwise yeah, it's basically a non-issue, since they take little time to begin with.
Not really. Just the fact that you recover their weapon intact, which can be useful for picking up plasma weapons without paying for them, but honestly you'll get a decent start on them just by capturing each once, and later on you'll have enough money that buying them is better than waiting until you capture more enemies carrying the weapons you want. You might want to capture an extra Thin Man or Floater here or there for extra light plasma rifles before you research those, or maybe even a second Sectoid so you have more plasma pistols to give to your Snipers, but that's about it.
Zevox