I've had a similar issue with Mission 1. I never got the message to intercept anything even after reaching WP8.
So I decided to start flying towards Sochi to see what happened and sure enough, after a long time flying there were two bandits flying towards me so I locked them up and they turned around. Only after that the dialog about the bandits going cold came up, followed by the option to divert.
Weirdly, the dialog for 'pop up group' from magic only started after I'd already landed at Kutaisi and had completed the mission.
Also had some issues with Mission 2 where the bandits would just endlessly orbit in circles around Sochi and would never actually engage me. This was solved by waiting around WP3 for AGES until the bandits eventually came looking for me