UPDATE
Just noticed now, this answer works with current Angular and HttpClientModule
not HttpModule
which you still seems to use.
Therefore only consider the service, subject and subscriber part.
Interceptor with HttpClientModule:
Have a look at an answer I gave on Stackoverflow. It was never marked as correct answer but I could confirm that I use it live in production.
Summarized, use a service, a subject and subscriber the forward the event from your interceptor till your app.component where you could then navigate.