Is it possible to give different classes different commands, so my assault troopers go out and attack enemy CPs while my support classes (sniper and engi) stay back and guard.

There's an odf property, UnitType or something like that. All I know for sure is that if the property is "scout", they will be much more likely to take sniper hintnodes, and 'defend' areas.

illl try that...

You can use hint nodes and AI pathing to help control your AI. If you really want different objectives for the different unit types, stick each class on its own local team and use AI goals.

In short, no. More or less, they may already do what you want in part, but there's no way to really fine tune anything dealing with how AI behaves beyond planning, barriers, hintnodes, certain types of regions, flyer splines, certain odf parameters, and a few lua tricks. Take a look at psych0fred's docs (one of them explains AIGoals), though. They hold some really useful info.