Captain Jones, n. — Green’s Dictionary of Slang

Captain Jones n.

[Capt. Robert Jones, tried in July 1772 for ‘committing an unnatural and detestable crime on the person of Henry Francis Hay, a boy about thirteen years of age’; sentenced to death, Jones was pardoned by the King, and left the UK for France and latterly Turkey (for detail, see https://en.wikipedia.org/wiki/Robert_Jones_(artilleryman))]

In phrases

belong to Captain Jones’ company

to be a male homosexual.

c.1786

Grose Classical Dict. of the Vulgar Tongue ms. additions n.p.: A—se Man. Sodomites. Said also to belong to Captain Jones’ Company. Invaders of the Back settlements.