Make missiles be something like "Divine" or some other unit target you're not using. Add Inmolation with small range to all missiles and available targets only Divine and Not Self.
There, Missiles will kill each other with their inmolation (i'm not sure if Inmo damages units with Locust tough)
Alternatively, for every missile in the game, pick every missile and check if the picked missile is in front of the first one. This would require a heavy loop inside a loop, inside a periodic 0.03 seconds trigger.