It is somewhat unclear why they have failed to follow them with helicopters, did they just lose them? It is unclear if these are day or night flights though.
I would imagine that chasing one of these "drones" (which is essentially a toy helicopter) using a real helicopter would be difficult, since the toy helicopter is smaller, more maneuverable, and more difficult to see. Sort of like trying to chase a bird using an airplane.
In addition, the toy helicopter would not be easy to see on radar, especially if it were to fly close to the ground.
Drones can be a serious hazard to larger aircraft. A drone could easily destroy a helicopter, rather like a bird strike can.
When the village of Laerdalsoyri burnt down in Norway in January the emergency services had to ground their own fire fighting helicopters because news drones were a hazard:
> police told Norwegian newspaper VG that a helicopter was being delayed because of suspected media drones taking pictures in the area.
> "It is important for us to stress that if someone is using drones, they must get them out of there," police spokesman Nils Erik Eggen said.
> "This could create a hazardous situation and may pose a danger to helicopters."
> The police could not say how many drones had been operating in the area.
So one could imagine a movie plot terrorist attack where unarmed drones fly over an airport and cause a total shutdown, or in the blockbuster version actually try and intercept a landing airliner.
This was a silly, unprepared answer anyway, just like the order to shoot them down. They've probably setup radio scanners and possibly jammers in order to intercept the video/command stream.
With radio triangulation that should be able to pinpoint the controller. I know most of the newer control equipment is using spread spectrum and frequency hopping, but I imagine that is a solvable issue.
And they have to proceed to that point quickly enough to find the fellow operating it still there. Also, if I wished to avoid detection, I'd set up a transceiver linked to a data GSM connection and leave it in a random place in the middle of nowhere. Maybe even I'd have a few of those to confuse direction finding attempts (not sure how feasible that is).
Well, I would hope every nuclear power station has a rapid reaction security force on hand 24/7 the could respond to these 'threats'.
As for the misdirection, using cellular relay devices is something most wouldn't do and even if they did it would provide a lead that could be followed.
The drones are likely small and fly comparatively fast - I don't think following them in a chopper would be easy, certainly not if the person piloting the drone is skilled enough.
In addition, the toy helicopter would not be easy to see on radar, especially if it were to fly close to the ground.