Do Shaheds fly at high altitudes? Are we talking about Shahed-136 here? I thought flying low was one of their main advantages! I don't think Anvil can reach high altitudes. I mean it's a battery-powered quadcopter.

We're speculating based on very little information here. At least you didn't spell it "Shaheed".

Recent tactic adaptation is to fly at altitude 2-3 km to avoid mobile ground air defense groups.

There are already available different FPV designs used to successfully intercept Shaheds, loitering munitions and reconnaissance drones.