Confirmed by the querent that this is Marvel UK's Overkill
Overkill was a Marvel UK anthology published during the 1990s, deliberately designed as a Marvel equivalent to 2000AD.
Originally there was an editorially-directed policy of no Marvel US superheroes appearing in Overkill (meaning it could only reprint 11 pages of each Marvel UK story, excising 11 that had deliberate US guest-stars) - market research indicated this was counter-productive and the policy was dropped, with Death's Head taking a prominent role in the comic
Specifically, they were looking for Warheads.
The Warheads find themselves in a seemingly abandoned Australian town. Liger, the leader, realizes he is on the 'downside' of a time loop, where the team has not gone to other dimensions or other planets, but back in time on Earth. A subtle memory indicates three of his team must die and Liger realizes he must allow this to preserve the time line. The town belongs to the X-Men and three of his team members do indeed die in battle with Wolverine. Liger's first step towards rebellion is taken when his bosses say the loss of three Warheads is worth the information they ultimately stole from the X-Men.
The story then focuses on Leona McBride, a rookie brought in to replace one of the dead members slain by Wolverine. Her first mission involves exploring an alien spaceship. Leona is distressed when it seems one of her newfound friends vanishes and dies but he turns up alive as Iron Man had been impersonating him. Later, the Warheads fight S.H.I.E.L.D. operatives, X-Force, the X-Men again and deal with their boss gaining vast, cosmic powers. With X-Force, it ends up being that the women of the team have to save the day, as the men (on both sides) are transforming into powerful beasts. The Warheads women are assisted by Feral who gains vast powers due to magical influence.
The troops also struggle with the bureaucratic processes of their bosses. For example, Gregory is fined for screaming during a simple nightmare.
Again and again Liger sees new recruits and troop replacements die and he is angry that they do not seemingly receive enough training. Some die -during training, which is that much more frustrating.
Gregory is recruited for a side-mission by one of his bosses in an attempt to slay Mephisto. For his effrontery, he is merged with a demon. The team would confront Mephisto again when they travel to his realm to 'rescue' the source of Misha's precognitive voices. This would turn out to be Mephisto's son Blackheart. While Gregory finds the other half of his body and slays the demon, the Troop loses Perez.
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