In terms of ordering an engage on an enemy capital and not having your frigates go to attack it, you have a couple of options:
4) Set them on Search & Destroy, which will exempt them from global orders.
That does stop them from following engage/eliminate orders, but Search & Destroy tends to get frigates killed in and of itself.
Frigates rarely do well in direct combat, usually they are relegated to escort duties, though some specific frigates (Tempest, Scarab, Wolf, Lasher, Brawler & all phase frigates) can do well, but must operate as a group with either the "Escort" or "Defend" commands set on one of them, or they (usually) get killed off while in Search & Destroy.
Additionally a lot of (almost all) of my frigate builds use SO, the notable exceptions that don't are Tempest (On some builds, most still run SO), Scarab (Same story here) & Omen (Never run these SO'd as they act as dedicated escort frigates), if you count the Brawler as a frigate (I would, it's priced the same supply wise) then there's only 1 Brawler build out of the 4 that I use that does not use SO's (though SO's from the (LP) variant though, so built in/free).
That said here's a few things to keep in mind when using frigates in general:
1. Choose ahead of time what your frigate hulls will do and build them accordingly, Escort frigates (generally) need Peak time & PD, Wolfpack frigates need DPS and ideally burst DPS with a priority on Kinetic Damage, so that even against ships that they cannot outright kill they can atleast convince to back off to dissipate flux. Mixed role frigates rarely do well or end up taking some sort of tradeoff.
2. Don't operate non-phase frigates alone, always send them in packs of 2 or ideally more say 3-4 as single frigates are far to likely to die without accomplishing much, alternatively you can pair them with a destroyer.
3. Avoid high kinetic alpha damage targets (Anything carrying a Sabot SRM, Heavy Needler or large quantities of MG's etc. etc.), unless you have built your frigates specifically built to counter those, or lack shields but not other defensive systems, such as Phase Cloak or Damper Field.
4. Don't overcommit to Expanded Missile Racks, there's several builds that don't need it, but as a rule of thumb, if you bring sabot and it's your primary or your only Kinetic damage weapon then always take EMR, otherwise, consider the pros & cons and don't default to it, that might lock you into less optimal builds on some hulls.
Additionally, accept some amount of losses within your frigate lineup, especially in dangerous fights, most frigate lineups cannot surive the later fights without atleast some losses.