The Vanguard Soldier is a NPC ally you can find during the mission Agree to rescue captured soldier from Borea (CoH and CoV, levels 35 - 50). He is the missing soldier you're looking for.
He will be found fighting a Chief Soldier. Once free, he will follow you and will attack any Rikti in his aggro range.
The Vanguard Soldier is a Pet class with the correspondent amount of hit points for his level.
Rescuing and escorting him out are mission objectives, and a wave of Rikti will attack him once you have saved him. Since he's aggressive it is advisable to clear a way before rescuing him. The mission will fail if he's defeated.
During the mission he will say the following:
Rikti soldier: Why Do We Waste: Keeping Him Alive.
Vanguard Soldier: There is no way you can win
Chief Soldier: Little Threat: Fighting Human Soldiers
Vanguard Soldier: This is what I call a rescue
Rikti soldier: Surprise Attack: Rikti Assemble
Chief Soldier: One More: One Less: Matters Not.
Once free: Let's get out of here.
If refound: Let's try this again.
At the mission exit: I've had better days.
Ambush: Human Soldiers: Infiltrate: Attack.
Vanguard is a group backed by the United Nations, and headed up by Lady Grey. Their soldiers are specifically outfitted in Impervium armor and with high tech as well as magical weaponry to fight the Rikti. Everything they do is centered around containing the Rikti menace in our world.
During my mission, he used the Vanguard Soldier typical attacks: