DON'T DO ONLINE PIT FIGHTS!!! It's not worth losing your best Orcs!
Anyway, nobody can talk you through how to get a good captain. You'll have to figure that out on your own, learn about each class, what makes for a good combination of skills, strengths and immunities. Most players couldn't describe it to you, but we would know it when we see it. You'll get the eye for it too eventually with experience. And don't be picky about their armor or the way they look, use whoever has the best combinations of abilities.
What I can tell you for certain is that their is one unique Orc out there in the world who is almost unstoppable, Hoglik the Jaded. If you do enough online conquests at high levels than you should see him a lot, the best players have several copies of Hoglik in their strongholds. I have an entire army that is just copies of Hoglik the Jaded.