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Umm, correct me if I'm wrong, someone, but an Interceptor is a NPC (Non-playable character), so you can't do anything with it. It's like selecting an allied unit. Anyway, I think the code writen into Brood wars is that if it isn't your unit, you don't command it, and if someone else doesn't own it, the computer has it. With that, the computers code tells it to move the unit named "Prtoss Interceptor" back to it's hangar, the Carrier. As for the Scarab, I can't help you with that.
AI scripts can get them to do whatever you want. But yes you cannot directly control them.