I'll clarify on the Moving command while under arty fire.
I have a full squad of guys running towards a building. 1 unit has made it inside the house, with the rest just behind his heals. Artillery lands on a tile next to the squad outside the house. The Unit PANICS and is now running back the way they came from into artillery fire. If a unit is in a house, or close to it, I feel that's the last thing they should be doing beside dying in a fire.