I agree, comes is the best in this case. The verbs to go, to come, to arrive are always used slightly differently in every language.

If it's still not accepted, please report it and we will change it! :)

Venire is to come in Italian.

The most common translation of "del" is "of the" for (the most of the) masculine singular nouns. "Dal" is the most common translation for "from the" (still for the most of the masculine singular nouns). But, you know, prepositions have never a perfect counterpart in other languages.

Anyway, I think your version could be accepted, even if its meaning would be slightly different. In this case "from the captain" could be translated into "(inviata) dal capitano". You would never say "La risposta dal capitano arriva oggi".

When you come from a place you say "Vengo dall'Italia. Per la precisione, vengo da Parma." But you say "Sono di Parma" (I am from Parma).

As you can see, there is never a perfect match with prepositions. ;)

I put in a formal complain about it. "The answer comes today" means exactly the same thing.

I think if you're referring to someone by their occupation, rather than their name, it implies a degree of formality.