When I arrive in the island, the captain disappears. How can I leave this bloody island?

Oh holy crap! I forgot about this, but Ive had this exact problem on my game (original release). Ruined a save!

I found a solution. If you have Virgil in your group you can use this: http://terra-arcanum.com/phpBB/viewtopic.php?t=15917

I think I had this problem, but the captain reappeared after I walk around and rest for some time.

Teleport.

I'm not a mage.

If memory serves, even if you are a mage, the game prevents you from teleporting to and from the island. Or I may be thinking of The Isle of Despair.

You are. Other than that place* the only restriction on teleporting is that you have to have a marked destination on your map to teleport to.

*MINOR SPOILER

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. ...which is why it was chosen in the first place as the site of a penal colony.

You're lucky, Daliz. In my game, he just vanishes, and waiting doesn't help. I had to use a mod to continue (post #3, if you're curious).

Uninstalling the hi res patch will make the captain reappear. You can install it again afterwards. If you're using level cap remover you will have to reinstall that as well.