Ooer weird.. yeah that Captain spawns just inside that building with a load of Shanks n when you kill em it spawns a chest. Strange tho coz I've never seen him come out of the building my guess is the Wretches knew you were there and it alerted the Captain and the Shanks then they all tried to attack you but the pathfinding bugged out coz of where you were stood and maybe coz you weren't aggro-ing them.
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I've also seen the captain in the church and running around where the Cabal spawn. Just running around in circles and as soon as he sees you he runs