If you have a good working relationship with your rostering department then yes, you can ask them not to roster you with this (very bad and unprofessional) captain, such requests often find their way back to management anyway, certainly if they get more than one request.
Once this chap realises he has been 'fingered' ,from what you say of his attitude, you can expect him to get even more aggressive and defend himself by going for you, declaring you to be incompetent etc. hence his continual badgering of you, so, at this stage, going to management may not be the way ahead but eventually you may have to if rostering can't help.