Its a similar problem to using explosives to knock down a building. Paintballs have a large enough amount of energy to take down a drone, but it's not applied in the right way. During WW2 when nations were using bombs to knock down buildings, they discovered that, somewhat contrary to common sense, using an explosive with a very fast detonation speed to produce a very string but very brief blast tended to only so supericial damage to buildings. The problem was that the mass of the building had to be overcome before you started to knock it down.
Explosives like ammonium nitrate on the other hand, have a very slow release of energy, while still containing a lot of total energy. So instead of trying to send the bricks flying airborne, which requires a lot of energy, they invest it slowly to PUSH the bricks sideways without lifting them, and shove the building over. "Work smarter, not harder".
Paintballs I think have a simiar problem of incorrect energy delivery. They're delivering all of their energy in a very small package. But when the ball hits, it breaks, and sends essentailly all of the energy-containing mass plattering in all directions, instead of transferring it effciently to the target. Anyone that's played paintball knows, "the balls that break don't hurt that much - it's the balls that DON'T break that leave bruises". 20% energy transfer vs 100% energy transfer. Stopping paint absorbs much more energy than deflecting it. Look at how the paint just parts around the sides of the drone and continues on to create a spray downrange. All that energy wasted!
If you want to use paintballs, the solution is easy. Freeze the paintballs. I absolutely guarantee frozen paintballs will be effective in bringing down a drone. Just keep a sandwich baggie of them in your freezer "in case of emergency". See a drone? Fill your hopper and encourage the drone to "chill out" and take a "break" on your lawn. Just make sure it lands ON your lawn, so it's clear to any authorities that it was in your airspace at the time. (and if it happens to land just outside... you might want to "covertly relocate" it slightly)
If the owner comes traipsing over and insists on your handing it over, refuse admission to your property. Insist that they will be charged with criminal tresspass if they enter or will not leave your property. If the neighbor kids throw a baseball and it lands inside your fenced yard, just because it's their ball doesn't give them legal right to come onto your property to recover it. Tell them to send the cops, you will gladly turn over the drone to the cops, and they can turn it over to the pilot. If they persist, don't resist, just protest and document (picture/film) the tresspass. Then regardless of how the drone thing ends, they WILL be liable for tresspass.
So leave it sitting on your lawn, guarded and covered. If they call the cops, take them to where it landed, point out the camera, turn it over, give your statement, and its all documented. The owner should get a nice dressing down from the cops before they give him back the drone.
Depending on the local laws and the particular judge though, you may be found liable for damage to the drone. Be preapred for that if you go hunting. Even if it doesn't seem fair, the law may not be on your side. If it really worries you, contact your local authorities for their official position on the matter before it comes up.
You might also go down the route "My daughter was upstairs in her bedroom changing to come outside when this drone flew by on our property at the same level, it could have been filming her through the second story window. She had an expectation of privacy that wast being violated. We demand the owner turn over any recorded footage."