So, to answer my own question about early aerial combat.
There are three ways of getting early craft weapons (getting Aircar is quite trivial):
1) Loot. Shadow a (faction) craft, wait for it to land, loot 25mm cannon and some ammo from it. Straightforward but highly random. Also you can't replenish ammo, but it will last for a few interceptions, especially with a good pilot. I could never get a govt. craft with guns early game, so I'm pretty sure that only global faction crafts qualify.
2) Buy. 25mm cannons and ammo become available at "Contacts: Krazy Hanna". However, I'm not quite sure about prerequisites for that tech, and I never could reach it especially early (3rd month at best).
3) Make. Better weapons (namely, 30mm cannon which you can often loot from early crafts) can be researched & built, but for most things above 25mm cannon you'll need Workshop. Which is locked behind Runt Outfit, which is in turn locked behind Durathread research (obtainable from traders and kind of impossible to miss unless you kill everyone and never capture enemies) and "Contacts: Builders' Hall".
Getting to Workshop is extremely important, as most of craft-related production requires one.