Yes, they surely are fast moving, and getting a shot of one in the air will be a combination of luck, patience and skill.
Like I say the one that visits my garden beats the hedges. By which I mean it flies hitting one side of the hedge, then whips over the top to catch the sparrows or other small birds as they break from the other side, the speed and reaction to do this are amazing. It's always over in an instant, usually with the small birds escaping as there are a whole bunch of other bushes close by for them to escape to, but occasionally not.
As you say, the chances of being able to capture that are 1000s to 1, and I wish you the best of luck, I've given in. I had my camera to hand for ages, hoping for a visit, no show, but of course once I'd put it back upstairs I got a visit (as described earlier). Now I just enjoy the brief aerial display whenever it visits.