Assuming Captain is the first or one of the first werewolves (Which is highly likely) He is French because the myth of the Lycanthrope originated in France. But taking his skin tone, and affiliation with the Nazi's he could also be Italian...one or the other but the French origin is more likely...
Well, we really don't know how old the werewolf race is in the Hellsing universe, so we can't be sure about the Captain. But that's still a very interesting theory. I didn't know the Lycanthrope myth originated from France.
I honestly don't know. In the TV series it took Integra and her crew quite a long time to arrive there apparently. They were there when it was a bright and sunny day, but by the time they came home, night had fallen.
...son of a bitch I just realised that! DX Damnit Anderson, fix your fucked up boss leader guy! He's clearly gone off the deepend for the worst of it! Where's a busload of tourists when you need them?!