Stars and stellar remnants orbiting a supermassive black hole (SMBH) can interact with an active galactic nucleus (AGN) disc. Over time, prograde orbiters (inclination i < 90^◦) decrease inclination, as well as semimajor axis (a) and eccentricity (e) until orbital alignment with the gas disc ('disc capture'). Captured stellar-origin black holes (sBH) add to the embedded AGN population that drives sBH-sBH mergers detectable in gravitational waves using LIGO-Virgo-KAGRA or sBH-SMBH mergers detectable with Laser Interferometer Space Antenna. Captured stars can be tidally disrupted by sBH or the SMBH or rapidly grow into massive 'immortal' stars. Here, we investigate the behaviour of polar and retrograde orbiters (i ≥ 90^◦) interacting with the disc. We show that retrograde stars are captured faster than prograde stars, flip to prograde orientation (i < 90^◦) during capture, and decrease a dramatically towards the SMBH. For sBH, we find a critical angle i_ret ∼ 113^◦, below which retrograde sBH decay towards embedded prograde orbits (i → 0^◦), while for i_o > i_ret sBH decay towards embedded retrograde orbits (i → 180^◦). sBH near polar orbits (i ∼ 90^◦) and stars on nearly embedded retrograde orbits (i ∼ 180^◦) show the greatest decreases in a. Whether a star is captured by the disc within an AGN lifetime depends primarily on disc density, and secondarily on stellar type and initial a. For sBH, disc capture time is longest for polar orbits, low-mass sBH, and lower density discs. Larger mass sBH should typically spend more time in AGN discs, with implications for the spin distribution of embedded sBH.