I agree that the mission have some bugs, but I completed the achievements for 10 adamantium in both regular and crisis, and didn't had any trouble, but I always try to not get turned into Thor, and it's not so hard, after playing a few times you notice that the lightning always strike in the same spots, so it's not so hard to avoid, I normally finish without being turned one single time, but when it happens I never lose the max health like you said, I don't know about that.
The health meter disappearing only happens to me if I use a summoner hero, and one of the summoned get turned, this also happens in "The Gods of Thunder" mission, but I completed the mission with X-Force Wolverine, in the final of the stage 3, you just have to kill Avengers Loki without using the Hero Up, after Avengers Loki is dead, the lightning stop, and you can use the Hero Up normally.
The Thor's icons happens when one villain is turned into Thor, so there are 3 bosses, A Loki, Malekith and Enchantress, and 3 Thors, one for each boss if they got turned, when they are Thor they act as "good guys" and take damage from the bad guys, if Enchantress die, her Thor's icon dies too, or vice versa.