Unless he runs out of nests to run to, yes, he will be fairly safe from things like that.

What can possibly break the rules of occupancy that doesn't involve moving or placing a character?

How can two characters end up trying to occupy the same spot unless one or both of them are being moved or placed there?

So this still needs to be talked about. What happens when all of his nests are occupied and an opponent becomes adjacent?

Can the nests be destroyed like objects?

Nah, they're special terrain.

The Nests are niether objects nor blocking terrain so no. Only way to destroy the nests is to move adjacent and roll 3-6.

Rule of occupancy will stop him from being placed in any of the occupied nests. So he will remain where he is.

Mirandir is correct.
See this thread: (http://www.hcrealms.com/forum/showthread.php?t=501504) for the following:

Still sucks that he's not a sharpshooter and can only ranged combat expert when in the nests. I've never seen a figure that essentially gets frozen and forced to get repeatedly punched in the face.

If you'd like, you could always place him next to Killian. Cuts down his ability to nest everywhere and keep Killian around, and Killian can't even perplex him, but he'd get Sharpshooter AND stealth-busting. Killian could even copy a SHIELD TA to knock up his damage.

Just checking more on this guys trait. When they become adjacent to the Snipers Nest tokens, what does that mean? Does that mean that AFTER they move, or can they be considered adjacent in the middle of their move action, than keep moving?

It is still mind baffling that this guy is literally a trained sniper, has a trait called SNIPER'S NEST and Ranged Combat Expert, but no sharpshooter.

You can't even Sidestep out of the nests either. I mean, I really like the concept of the figure, don't get me wrong, and I think it's cool that they're paying attention to balance lately, but freezing a figure in place and forcing it to die seems like a glaring issue.

Why not just have his trait simply say, can't take any actions that require action tokens. Now he can Sidestep. If that's too good for this fig, fine, fine. Only movement actions to escape the nest. That cuts down running shot or any mobile attack. It forces him to break away and at least have a fighting chance.

Not everyone with a gun gets range, not everyone with a sword has B/C/F, and not everyone who is a trained sniper gets Sharpshooter. Just one of the fun little quirks of the game.

As for the standing in place issue, maybe it's movie accurate. There could be a scene when he's going to shoot someone and his handlers (re: other friendly characters) aren't around (re: KO'd) and he has no idea what's going on and just stands there while someone punches him in the face. I hope it's Batroc.

Can you use PW against the Winter Soldier?

No. Most times, characters have an effect that blocks Line of Fire, and Pulse Wave has a specific effect where it limits what the Line of Fire is blocked by.
In this case, Line of Fire isn't being blocked by Sniper's Nest, it is being denied. Since PW only ignores effects after LoF is established, it comes up short in this case.

That doesn't seem right. Pulse Wave's Lines of Fire ignore everything but walls, blocking and elevated. It should go through Sniper's Nest.

Re: Sharpshooter. If you think about it, having a big rifle and a sniper point set up would actually make it a lot harder to shoot at someone standing next to you.