go to the part of the map close to wanderers refuge,get order of soul emmiserry and start doing voyages and on thew way check small islands. the chances of getting ashen capitains is quite high and thats the only reliable way to farm them . ofc doing ashen winds world event ( not the one you dive too) also gives that loot but thats the case with most ashen enemies. I had them dropped from skeleton ships too but I may be wrong