EHM The Blue Line

It told me to name captains and I did and it still shows up as if I didn't do it. Because of this, I can't continue. Please help.

You have to set your captains either with the button at the bottom of that screen, or through 'Set Team Captains' in the Actions button on the top right of the screen. You don't set them in 'tactics' like you used to as those only apply to that one specific game.