Just use power strikes with whips. You can shoot them a couple of times if they have heavy armor and lots of health but you risk killing them if you're not save scumming. I don't shoot the ones I know I want to capture, I just give a whip to all 5 of my people and have them all do power attacks. The normal attacks are basically worthless unless you get a crit, but with power attacks you don't need a crit.How do you even capture that thing? walking tank lol. my baton just bounces off armored guys... also rough is they just hate you forever, cannot seem to make them like me.
As for solving the issue of captured slaves despising you, the easiest solution is to build a gazebo with a pool and throw pool parties. You get a huge happiness and minor affection boost to everyone in your house so everyone will love you. It does cost money for each party but it's worth it. For the people you're fighting with, it also helps to visit the bath house. It only costs $50 for a bath, heals your whole party, restores stamina, and boosts the happiness of everyone in your party by 2.