According to Star Wars physics, lighter ships go faster. First Order could have used faster and lighter ships to reach to the rebel fleet but there is a catch, faster and lighter probably also implies weaker shields. MC85, the command ship of the rebel fleet, is a capable ship and could probably take down these fast ships easily.
Moreover, the First Order did not need any interceptors or reinforcements. They both outnumber and outclass the rebel fleet. Their strategy was based on the very accurate fact that they could win the war of attrition.
Finally, tracking through hyperspace happened for the very first time in Star Wars. Prior to that, ships managing to jump to hyperspace were simply gone. Hence, interception as you suggested is not part of the routine warbook of the First Order. However, there were some designs by other parties that prevent enemy ships from jumping to hyperspace. The best example is Malevolence. It was equipped with ion cannons disabling all systems, including the hyperdrive generators.