It also seems implausible to me that they do not have the equipment to send another drone up there with for example, a fishing net.
I'm not in the UK, but I went to a very interesting talk recently by an Australian Federal agency specifically on drones. One of the points they made with regards to use of drones in these sorts of situations is any government authority is completely hamstrung by the regulations, while the people they are pursuing completely ignore them. I would hazard a guess that the plod in the UK are similarly constrained.
So deploying an anti-drone drone requires some Vogon like bureaucratic process while the drone in question flies off into the sunset. It makes it hard.
WRT to US anti-drone ammunition. I've been watching that for years now, and while I can see it'd be quite effective, it'd also leave fucking great holes in whatever it landed on. Physics being physics and all. People probably wouldn't like being hit with a ball of depleted uranium at speed. It'd make a mess that'd be quite hard to clean up (metaphorically and literally).
We have a similar issue here with aerial support for bush fires. Loony dickheads with RC aircraft (drones included) have gone up for a "look around" and completely grounded effective fire support for hours while they waited for the airspace to be declared clear. There was legislation mooted to allow the emergency services to "neutralize the threat", but I'm not sure it ever amounted to anything.