well I just died for the first time, two Captains teamed up to take me down (neither of which was in the area he was supposed to be in)
in fact they were both on the opposite side of the map from where they were supposed to be, what's the point of showing a target area for when you are trying to take out a Captain if they just show up wherever?
Check their stats, I think there is a "hunter" tendency or such that says they will venture out to find you. I'm not entirely sure, though, since I never paid attention to that.