Many vessels will land somewhere eventually, depending on their mission type - an Academy survey mission or a Raider, well, raid are gonna land, a trade freighter won't.
Try shadowing with faster vessels and/or buying the Aircar if you come across a light gun for it somewhere (2x25mm or better).
Civillian-type Small/V. Small shipping can be shot down even with an aircar given a decent pilot. Avoid anything bigger than that until you have dedicated combat craft. If you have a Seagull Launcher and really need tech/materials from shipping, you can use it on an Airspeeder; just make sure not to send it close up at ramming speed, it's too fragile!
...oh, wait, and are you sure you know how to actually make time pass when an air combat is set to 'shadow'? Click the minimize icon in the upper left of the combat window! It'll collapse the window and actually let the Geoscape clock advance and the enemy fly around/continue to its destination. Same as in vanilla X-Com.