Middle click is your friend. In battle, middle click and enemy and middle click on the sprite to get ufopedia information. If you don't get more information, it means that you haven't researched them, and you should capture.
Middle click on a research topic to see where it can lead. Press q to search for interceptor and see what you need to research it.
It really felt for me like I was pretty fast, rather than slow. I capture people even when failing. At the other hand, maybe I skipped too much missions - I don't like some of them and I honestly scared about going to some higher tier cult missions without 8+ men. I wish the mod was more like Xpiratez in the term of skipping stuff. Or maybe the ability to buy needed research, like, again, in Xpiratez.
Also, I could not mouse click till the very last OXCE update, cause I'm on mobile. The last update was great, because it brought me buttons in battlescape.