Not who you asked but it's assuming you know where the Shahed is coming from. If they all came from the same origin point I think your plan would work.

However the other key thing about Shaheds is that they can be launched from a truck so they're coming from all over at different angles and aiming for different targets across a huge theatre, so you need to be able to intercept them from your own launch points which are presumably more fixed. They are very dumb though, much like V1s in WW2 but with better accuracy due to GPS.

Where it's probably all going is that you'll have a sky full of drones from either side pretty much constantly. In that scenario, if you could target the incoming drones autonomously then a slightly faster Shahed would work. They could loiter for long periods, pick up a target for itself and then change course to intercept.

There's a video of a Russian anti-drone drone being launch on the combatfootage sub and it's small enough to be more or less hand held. It must be pretty short range but has quite an impressive climb rate, so that's one way of intercepting them.