I haven't played Interceptor yet, but was wondering where it fit in the series timeline? I'm not sure if I'm gonna play it or not but was curious.

For that matter, does anyone know where I could find a timeline of the classic series in general?

Interceptor is not related to first two games.

I'm not a lore geek but imho, none are, in fact; even first two are alternate realities not sequencial events. The Apocalypse clearly happening at later date, and here contact with classic grey aliens in its past, but also not necessarily suppose the events of either of first two had happened in their entirety. Only the Enforcer starts from a premise alien invasion already happened, but afaik (have not played myself) it also not specify with of possible variants.

So, there no overarching time line in the series to be had, each game is rather a separate alternative reality. However, it might be possible to range them by how far in the future the invasion happened.
I'm immediately unsure how to range first two according to this; also it not necessarily obvious is Enforcer supposed to be happening before or after Apocalypse.
Just going from fact that it is set in deep space, I would say Interceptor should be last, despite solar system is already colonised by time of Apocalypse (and Apocalypse is declared to happen in quite distant date)

As to game play, don't be afraid, Interceptor is not a bad game on its own... Once you transcend the disappointment you are lured in something quite different by misleading name. I would rather define it as (a bit arcad-ish maybe) flight sim with rich strategic layer. While there definitely no squad level infantry battles to be had, and it looks and feels quite different, on deeper analysis it not that alien to the series after all.

Still, the misnomer did huge damage to this game, imho, as independent title it could have better potential, the concept on its own is good enough and fresh enough for its time.
I remember it as comparatively easy, short and somewhat unpolished, but again, it the unfortunate context that hits most.

I always saw it as X-COM 1+2 were related, as if I remember rightly the intro video to X-COM 2 refers to the invasion attempt from X-COM 1 (something to do with a signal being sent from Mars to the Earth (to a point under the sea) once you beat the boss brain alien of the first game. The message took a while to send and activate, but that is what awoke the underwater aliens who were hiding in Earth's seas the whole time.

Then Apocalypse and Interceptor seem to be related too, as I'm sure I remember a UFOpedia entry from Interceptor referencing the mega-city of Apocalypse.

Enforcer I always see as something set aside, on its own.

Then the new X-COM games seem to be related, though they aren't on GOG.

This is utter bollocks. Every game after the first makes it abundantly clear that TFTD followed directly on from the original UFO. Apocalypse is explicitly set after these first two alien wars - the very existence of the city you're defending comes about because of the events of those games.

If you read the starting ufopaedia in Interceptor, it describes both the first two alien wars (UFO and Terror From the Deep), and mentions that the city from Apocalypse (mega-primus) is under construction. The obvious conclusion is that Interceptor comes third chronologically, and is followed by Apocalypse.

Now, you can disregard Interceptor if you don't like it, or feel it doesn't fit with the other games, or its plot doesn't make sense. That's totally fine, we all have our preferences about what does and doesn't work for a series, but there's a clear order of events written into the games, no need for any magical alternative realities or whatever.

Enforcer, on the other hand... nobody cares.

That looks about right, though I choose to see Enforcer as a bad dream (it never really happened).