This is basically it. It just seems like a weapon heckling battle you can't win. If you reflect, he goes shotgun. If you go shotgun, he goes rocket, and etc.
Though if you really have played against cevo soldiers and come out on top it is impressive. I would like it if we could continue this subject. How do you beat them?
I have never played Pyro in a competitive format so my opinion may be theory.
Going to go ahead and say I prefer flare over shotgun, but anyways...
Range plays a huge role in the weapon heckling department: If he shotguns at a long distance it really doesn't concern me and if he shotguns shortrange it doesn't really concern me all too much.
I think only once have I faced off against a potential (Probably not, but they were leagues better than the team I was on!) CEVO-P team with pyro, and, not going to lie, generally was slaughtered by the multiple people and coordination they had, compared to ours. I think in 5 rounds I got 3 kills and nearly led the team in points (Hehe, we got slaughtered). In the one instance I managed to get a soldier off alone or where he wasn't surrounded by scouts shooting me or something, I reflectkilled him. I believe it was cc//vengengance or something like that, don't quote me though. His name was just like that. Anyways, I have played against players entering into the amateur division of CEVO this year and have annoyed and killed them to a good degree.
Anyways, playing pyro for league play... is interesting. His playstyle is almost a mashup of all the other classes into an ambush package. When playing him tactfully, you cannot expect to kill, but you need to keep in mind the general damage you do. Since the DoT of fire can do a fair amount of damage, it's a good idea to have rough estimates on how much your enemy has in his HP resevoir. Generally, a pyro can count on being able to chip off about 135HP off an enemy minus the medic heals if he can hit with flare decently (2 flares and fire+DoT).
The mindset of a pyro has to be different to take on enemies. It's very hard to have an unpredictable firing pattern as soldier or demoman, so reflecting their shots is generally easy. Reflecting is a prime ability, but it does take away your ammo by a good bit. Only use it when it works, pretty much. It takes a rediculous amount of training and studying of the universal soldier timing, but it is completely worth it. Generally, fire works well with a reflect, but if the enemy is in the air, you will need flares to continue the fight.
If the enemy soldier heckles, it's all about distance: From a far distance, it's not concernable, and it does minimal damage. From a close distance, you still have fire, and it works wonders. Middle range is the only issue, as then he can do heavy damage. It all comes down to damage, but you either go for the kill or you retreat. In a case where you cannot retreat completely from the battle, flare bombardment can help, but will probably not be very beneficial.
Scouts are deadly. Nothing else to mention there.
Demomen come down to not running into traps.
Perhaps the most important rule of pyroing on that high level, is to reflect, but not attempt to reflect everything. Soldiers and demomen fire faster than the airblast. Generally, a better tactic is to reflect every other projectile. It works much better, and you generally can outkill your enemy unless he's overhealed, in which case you're probably not going to have a direct encounter anyways unless you're an idiot or he catches you off guard.
I would say if you try to pyro for a league, prepare to invest plenty of time into it. The pyro is INCREDIBLY versitile, but it is entirely enemy-based versitility. Since you do not have direct control over it, it requires even more practice to recognise when you have the potential for control. That's probably why the pyro isn't played as much in the end. The amount of time and effort pyroing takes generally could be spent for a class that better uses his situations, like the soldier or demoman, but that barely-touched class (at least in comp) isn't really useless. You just have to be a damn good pyro.
If it's crazy and tangentfilled, I'm sorry. I'll sum it up.
To play pyro competitively:
1. Be obsessive with HP values and DoT
2. Play the ambush card as much as you can
3. Reflect projectiles that need to be reflected, and nothing more.
4. Be prepared to have to invest more time than any other class
5. Watch out for scouts
6. Play smart and play perfectly, or else you'll probably die
7. Don't play with killing in mind, more along helping your teammates
8. Remember you do have a flamethrower that does good damage up close
9. (If you use flare) Get accurate with the flare gun
10. Have fun, and don't be discouraged. If you don't like the class, play Soldier.
11. (VITAL RULE I FORGOT IT!) Don't run into a losing fight and expect to win. You can expect to delay them, but never to win.
I'll write a better mindset and general playstyle thing, but generally, to reiterate the whole 1v1 death thing, If you get the first reflect, you do 200 damage before he does. If he uses shotgun, it's all about where you position yourself in relation to him and consequently what weapon you use. It's very situational and never exact, which is one of the things of playing pyro.
Oh wow I went overkill on that, sorry!
If you want to ever go through the mindset, I tend to be more cohesive in game, so go ahead and add me as a friend in steam (Or simply join a game of mine) and I'll see if I can explain some then.