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. ;)