Well if you think about it we are capturing useful signals that move at relativistic speeds all the time.
Many galaxies we see are moving at very high speeds due to the expansion of the universe hence the doppler shift and we can take both optical and radio images of them.
I'm not an RF/Optical engineer but I would think that it would be possible to capture and send some data back to earth even its minimal it's still might be better than nothing / what we can get from earth/our solar system, at the end we only might have to account for the doppler shift.
IIRC there have been also other tricks like deploying very large sails and using them as drag chutes or using some mechanical trickery and deploying a very small probe by literally like having it on some pendulum and some other weird stuff so you would transfer most of the momentum it has to the probe and you'll release it with considerably less momentum than the rest of the spacecraft.
The payload would need to slow down to be captured by the planet just the same. Normally you could try aerobraking and the like, but we are talking about relativistic speeds here.
Highly unlikely, the mass of the probes will be on the order of several grams at most, and, depending on the trajectory relative to the planet, steering could require an equally impractical amount of fuel as slowing down would.
We'd also have limited knowledge of the system itself. Without more accurate data about its objects and their orbits, it'd be almost impossible to plan out orbit insertions even assuming we come up with a means of slowing a probe from relativistic speeds.
Even if your probe had the computing power to run orbital mechanics calculations, there's no guarantee that it'd be in a position to actually make it work when it got there. Of course, that's ignoring the mass constraints involved.
But that doesn't discount the value of even 'just' flyby missions. The scientific benefit would be, literally, incalculable. And the data could help with followup missions, assuming we develop a drive system that could get there and slow down.
slowing down from that kind of velocity is serious business. you're talking about braking from 75000km/s to ~8km/s and not blowing up in a spectacular explosion.