Why not try having a decently sized fleet at the colony that keeps getting attacked? Weaken your main offensive fleet a bit if you have to. Since it sounds like they are pretty darn well upgraded, you can take a small portion, a couple of cap ships and good number of frigates and you won't lose all that much offensive power.
Also consider building lots of hangers and defense turrets at the threatened colony.
I was afraid of this - I loathe messing around with the frigates, they are fragile and constantly need replacing, and I don't like their firepower, either. But I'll try that, i guess.
I have many hangars and defenses there, they don't amount to much.
Ron - You are correct, I know this fact as well, but I do think that massive defenses should at least amount to something, no? Even being backed-up with repair centers doesn't help the defenses amount to much against a decent enemy fleet. There should be an option for some sort of an orbital ION cannon to be built in colonies, or something that will cause planets to dish out massive damage and for enemies to think twice before attacking. These wimpy turrets are simply not it.