The Interceptor is probably the best class in Anthem but does way to easy after you buff up with components. I have all his defense and shield buff components but he actually seems to die quicker. I know his speed and evasion is its way to survive, but after the defense and shield buff components it should not die like when they were not equipped. Please fix this it's one of the most engaged classes.
I'm not sure what you mean by shield buff components, but if you are talking about the reinforced shield component, then those components are not that good for base armor/shields. The interceptor specific components give at least as much shields/armor as the reinforced components.
The interceptor basically requires around a +40% armor and 40% shield inscription in your build for GM 2/3. Where you get those inscriptions is up to you. I personally have them on an epic component that has shield +40% and armor +55%. There was a huge difference, as I no longer get absolutely melted by everything with these inscriptions. Additionally, you could find yourself some of the damage mitigation inscriptions, like impact resistance or physical resistance for the more common damage types.
Now whether the interceptor should require having these inscriptions just to be viable is another topic entirely, but builds just basically require these for interceptors at this time.