I had the same or similar problem. Rare didn't fix it directly.
When the pirate was deleted the issue was gone since all the game progress was also deleted. I would not recommend deleting your pirate as that will delete all your game progress.
How this bug happened for me was that I purchased a Sloop and didn't name it before closing the game. When I came back to the game and tried to name the boat I would get an error message.
I would submit a ticket to Rare and explain that there is a bug preventing you from naming your boat. Ask them if they can manually delete this Captaincy ship that is still in the process of being created because you never named it. Include a video clip of you attempting to name the boat and the error that pops up. They may give you some troubleshooting steps like restarting the game and trying again. That didn't work for me.
Rare will have to delete the unnamed Captaincy ship if it is at all possible. If you delete your pirate then you lose everything. If they don't delete the ship then you may be locked out from owning a Captaincy ship. There is no option for a player to delete a ship if it hasn't been named yet.
