Help me understand correctly.

What the Captain said was simply a statement that when a cop shoots someone, it is considered a homicide untill an I.A. investigation clears you.
If you shoot someone "by the book", he's got your back. But if you unjustly kill a civilian, they he'll let you out to dry, because then you deserve it.

This was in referance to the shooting during the opening credits and monologue. For which Taylor and Zavala were cleared.

I never got the impression they were thrown under the bus either.

Right after Taylor and Zavala called in to Dispatch on the landline, they left the apartment building. Sending officers from other patrol areas takes time, even when they're responding Code 3 (Lights and siren). The officers were also on the move at the time, with no way to keep Dispatch updated on their location. That means responding officers had to search the area for them, which also takes time. It's hard to pinpoint where small arms fire is coming from in an urban environment since the sound reflects off of buildings, especially when the fire is sporadic, as it mostly was after Taylor and Zavala left the apartment building.

As far as ICE having the phone intercept and surveillance video, same answer: Time. Intelligence data has to be sent back to the parent agency by the officer that collected it. Methods vary, and some take a lot longer than others, especially when the officer in the field is under cover. Dead drops may have to be used, among other things. Once the data gets back to the parent agency, it has to be reviewed by an analyst. The cell phone intercept would also have to go to a Spanish translator to be translated and transcribed, then sent back to the analyst. It's entirely plausible that ICE either did not have the data back from the officer in the field when Taylor and Zavala were ambushed, or that it had not been reviewed and recognized for what it was by that time, or both.

Bottom line, I never got the impression that Taylor and Zavala were hung out to dry. They were caught in a very bad situation, and under the circumstances, it was very fortunate they weren't both killed.

I agree with you, and was equally skeptical. The ICE info re: serious cartel business was definite foreshadow, and the footage was no mistake. USA Gov't could have easily forewarned them, as the Blood did.

Perhaps it might've compromised their investigation, making the cartels too aware of their surveillance. I do think USA was inclined to let the cops become casualties, especially as they had already compromised their "POI". Furthermore, they could use that as further evidence to build cases of not just trafficking, but organized homicide, against officials, no less. Personally, I think it's a combination.

Regardless, we must remember two things:

a) People are highly uninformed if they think "The Brotherhood" has a true code of honor that will outweigh personal safety, and often personal gain. This is particularly true if the opposition is more powerful, a la "if you can't beat 'em, join 'em." Furthermore, each branch views each other differently...and each department within...and each level/rank within those... It continues.
This happens with all structures (ingroups vs outgroups), and can also be easily noticed in politics, military, geographical territory, etc. That said, ICE gives few *beep* about "lowly cops". Detectives barely do.

b) This movie is essentially meant to show us a multi-faceted view of the days and lives of Southland street cops. We are not meant to understand everything, nor fully agree (or even sympathize) with everything. There are meant to be questions left unanswered, as is true Art; not meant to be "tied up nicely." It is to show possibilities, choices, different perspectives, and truly how to coexist [in Southland] for survival's sake. We, the viewers, are meant to be privy to a bit of an insider's view, in order to gain understanding, EMpathy, thus some appreciation (and they hope, respect) for the whole operation.

A final note to further validate your/our pov: Recall the "Officer[s] in trouble" scene, where the big assailant (resembling Big Ego) stabbed Van-whoever in the eye, and gouged/destroyed the face [and career] of "Boot" (the rook)... Jake's character had to signal off the air unit, WHILE the guy was being arrested. For comparison's sake, in the tragic shootout scene, he also requested an air unit... which did not show. Not only do those choppers STAY hovering in Southland, but one can also assume that AIR traffic was not worse at that time.
NONE of our observations are accidental.