Gyrojets aren't that impossible...
Also, take a closer look at those crystals. See if we can do chemical analysis on some of them. Examine the engines, if there are engines, as well, and we should definitely do firing tests on the weapons. I want to see what mechanism they use to fire.
But seriously, I want chemical analysis on the ceramics, the crystals, and the ferrous alloys. Test their capacities and qualities; melting points, stress tests, all that. I want to know just what we're dealing with, so we can possibly make it ourselves, or at least figure out how to break it. And with the battle armor: I want to figure out where and how and what our weapons do to it, and what we need to do to get through it. I also want us constructing ballistic gel equivalents for the alien life-forms, to simulate how it will act inside them; we need info above all else right now.
Get our biochemist and doctors working on the alien captured. I know we said to analyze them, but I want them to be goddamn experts on the way their cells work, the way their organs interact, and most of all; I want to know about the immune system. Diseases and poisons are our friends, when used on the enemy.
I forget if electron microscopy is a thing yet, but if it is, do that with some of the crystal and ceramic.
I have a suspicion that those crystals are the computers/flight system, possibly with psionic stuff(because aliens always seem to have it). See if the craft has any weapons, get one of our ballistics engineers working on that, too.
Hmmm...what should we get those production lines working on?