ok, imo filming missiles fired from planes are easier to follow with a camera because a plane rarely misses his shot.
Make sure your AT soldier has a high skill and a good position. (not too close!)
Also, some projectiles that go faster then 1000 km/h will become invisible even when you slowdown the time.
You can fix that a bit with setvelocity (less hen 400km/h makes it vissible again), but I'm not very good with that command...
That's not a problem with a LAW or RPG, the rocket will always be visible, but make sure you got a "backup-plan" when the AT soldier misses his shot
Last thing, I had problems with filming sabots. sometimes the shells accelaration speed is so fast that the nearestobject command is not able to catch the projectile.