It appears I can now confirm that the Sea Captain's name is only mentioned by a character (Lionel Hutz) in one line in Season 4. It does also appear to have been used in a caption in season 11, though not mentioned by a character. His first name is given as Horatio according to the Simpsons wikia but that doesn't seem to appear in the show as far as I can tell.
So donut returns quite different results than doughnut. Is this just the script writers using their preferred spelling for doughnut, or does this come from transcription data (thus indicating a preferred spelling for transcribers)?