Il Capitano was mentioned during the Of Ballads And Brews Event Quest. Mika was reading a letter coming from Varka in which he talks about his current expedition and his recent encounter with the Il Capitano.
I've seen him in battle before, and oh what a sight it was. Perhaps I'm ranked too low for him to notice me right now. Well, he may not recognize my strengths yet, but one day, I'll show him what I'm made of.
The ever-righteous Captain, the brave and fearless Captain, the nigh-invincible Captain... Even my mechanical ears demand maintenance after listening to so many compliments from the members of the Fatui. Don't you think that possessing absolute righteousness is actually a latent danger? And that's without taking his great personal strength into account.