How do you load captured missiles onto your ships? I did not develop any, but I captured two precursor stockpiles and a NPR home world. Somehow I cannot add them to my missile frigate though...
Someone, I want to say Zap0, made it work using some kind of SM or DB hacks for their AAR.
Yup, that's true. You'll need to edit the DB and add the alien missiles to your own tech. Easy enough to do with a graphical sqlite db manager of your choice, like
this one.
First, look for FCT_Missiles and find the missile you want to make usable. The table lists all missiles regardless of race. You're interested in the MissileID.
Then look up your own RaceID in FCT_Race. That table will spoil you if you want to be surprised about who or how many NPRs there are in your game.
Then you can make a new entry in FCT_RaceTech. It's a four-column table, and it wants TechID (which is the MissileID you looked up earlier), RaceID and GameID. The RaceID you know and the GameID should be the same as the one for your race. The last column, Obsolete, should have a 0 or 1.
They will then count essentially as your own technology and you can not just use them as ammo but also build them. You can then either refrain from building them because RP-wise they're advanced alien artifacts you can't reproduce or say you reverse-engineered them and make more.
Also, generic disclaimer that DB editing can have weird side effects like your game breaking because we do something wrong or don't know what other effects changing entries has, meaning in particular that any bug report from that save that has anything even remotely to do with the area in question should probably be reproduced in a new save first.