metaleonid: Are you capturing to an SSD? What does the Blackmagic Disk Speed Test say?
Using an SSD (or a nice RAID setup) is more-or-less a requirement when capturing with any of the Blackmagic capture devices.
In Blackmagic Media Express with the Blackmagic Intensity Pro, at least, there's a setting to stop the capture if any frames are dropped. You can also set it to output black frames in place of dropped ones.
Also, FWIW, the s-video input on the Blackmagic Intensity Pro looks just as good as the component input. I can't tell the difference.