Credits to The Mad Tower (aka Maddie), The Kaiser, rohanikov, Soheil the Undead King, SurvivingWithSnake, myself and everyone else who helped me find out about all this! (All of them in the Shadow of War Discord server, invite link at the very end of this guide.)

Captains can learn new traits (new immunities, bonus traits, losing weaknesses) until level 65. From level 65 to 85 a captain can not learn anything new for the most part and only gains more health and damage.
This means that levelling a captain below level 65, and levelling him up to level 65 again, has a chance of him gaining a new immunity or bonus trait. You need to shame him for that so he loses levels.
Be careful tho, shaming captains has a chance of deranging them (especially with the skill upgrade Worse than Death active), and deranged captains CAN'T learn new traits most of the time, and at most can only become worse. Maniacs, the other version of deranged captains, CAN still learn new traits tho.
Maniacs can still learn new traits, and since they already are "deranged" you don't risk deranging them and disabling them from learning new traits. Most of the time a captain who becomes a maniac gains a new hate (enrage), but sometimes he gains an immunity or even a fear (daze).

If you shame a captain a lot he might randomly gain Iron Will after a shame.

Important: Captains CAN'T lose fears (dazes) from levelling up normally, BUT they can lose them if they gain a corresponding immunity from levelling up, for example a captain with the fear Soft-Headed loses it if he gains Arrow-Proof. If the captain somehow gains a corresponding hate (enrage) then he also uses the fear, for example if the captain gains Enraged by Graugs he then loses Fear of Graugs.

Also important: Captains can lose traits from too much shaming. Most captains can usually take two shames, but then start becoming worse (losing immunities, gaining weaknesses) from more shaming. It's a good idea to level them up inbetween shames (for example: Shame with Worse than Death, then recruit again with a perfect white gem for automatic +5 levels before shaming again), because adding levels helps some captains to not gain weaknesses, not for all tho. The safest bet would be to do one or two shames at a time and then level the captain back up to 65. Most maniacs don't become worse from too much shaming but can still improve, this isn't the case for all, but for most of them from my experience.

Giving any captain Enraged by Caragors, Enraged by Graugs, Beastial Frenzy and Enraged by Cowards:
Simply make your allied or an enemy captain kill a lot of caragors and graugs, he will eventually gain the corresponding hates (enrages) for them, this might also give him Beastial Frenzy from killing a lot of beasts.

Captains can gain Enraged by Cowards if you send them to a Nemesis Mission and the enemy captain runs away terrified for whatever reason, this works very well by exploiting a mortal fear (terrified by/intimidated by).

Epic Rage trick: For Berserkers only, if you repeatedly buy them their champion trait Epic Rage it will give them a new hate (enrage) every time, and maxes out on around 10 hates. This can help remove fears (dazes), as an enrage cancels out a fear, for example gaining Enraged by Graugs removes Fear of Graugs. Certain fears like Exhaustion and Soft-Headed can't be removed this way as they don't have a hate cancelling them out.

Giving any captain Immune to Curse: Simply give your captain a cursed weapon and make him overlord, this does NOT work if he has Enraged by Curse.

VERY IMPORTANT: CAPTAINS CAN NOT ENDLESSLY IMPROVE, THEY CAN ONLY IMPROVE UNTIL A CERTAIN LIMIT IS REACHED WHICH CAN VARY BETWEEN CAPTAINS. This means that some captains just can't ever have five immunities while others can have six immunties. Sometimes captains also just don't gain any new traits for a long time of you training them, but then suddenly do. It's all RNG (you need to be lucky).


Additional very helpful information provided by the SoM and SoW YouTuber Uruk's Hollow (name linked to his YouTube channel):
Cheating death can add Hates or Fears, much like in SoM. So for example, if you kill a captain with poison and he comes back, he can get a trait about his experience. I have noticed Fears are vastly more common than Hates in this situation, however.

That being said, if you find a Captain that doesn't get startled if you Brutalize someone near him, or doesn't retreat when a Warchief is dead, that means he has the hidden immunity to Fear. These Captains can't develop fear traits, so they are great candidates for some CD-based trait gain.

A trick I refer to as "Time Travel" can be very useful for building up a Captain. It is like using back-ups, but completely in-game and without any of the annoying hassle that comes with managing save files.

It is super simple to do. Basically, launch any mission (preferably Outpost or Warchief) and look for Worms to send DTs to a Captain. If your Captain gained a good trait or lost a weakness when the DT is sent, leave the area by just running away. If not, send a DT to a different Captain to cancel out the original one, and then DT the first Captain again. Ultimately, if the Captain you are trying to improve reached a very high level without much improvement, pause and quit and this will revert all his level-ups, and you can try again.

Any captain that spawned with cursed skin (pale white skin with black veins) and a cursed weapon can become a necromancer. Buying a captain a cursed weapon does NOT work, even if he has cursed skin.
Captains that spawn with a title that always gives them cursed skin and a cursed weapon (for example the Haunted, the Accursed, Fear Eater, Of the Pit etc.) CAN'T become necromancers.

A slightly outdated, but still good necromancer guide is this one:
https://www.reddit.com/r/shadowofmordor/comments/a003pw/necromancer_guide_final_update/
Destroyers CAN become necromancers despite what the guide says, I haven't seen Tank necromancers yet but I also assume those can become necromancers too if Destroyers can.
Similar to the orc training section, a captain with cursed skin and a cursed weapon can eventually become a necromancer if you level him below and up to level 65 often enough. Maniacs can also become necromancers.

There isn't really much to say here, just that sometimes captains spawn with a "two in one" title, one example for that would be an olog with the Pure title (comes with the Manhunter mask) being combined with the King Slayer (comes with golden armour and a claw hand). This can result in the Pure captain having a claw and his mask turning golden.

Certain titles come with special traits, for example the title Bow Master grants any captain that has it and isn't a Marksman (so for example an archer Tracker) Quick Shot.
Of the Eye has a high chance to grant the (usually Marksman) captain the Destroyer trait Explosive Shot.
The Prankster gives any captain who doesn't have a caragor or a gang Decoys, usually a Trickster only trait.
Black Heart, the Merciless and the Cruel are titles that always give their captains No Chance, usually an Assassin only trait. Black Heart is always a Dark tribe title and the Merciless and the Cruel always Terror tribe titles.
There are very likely some titles with special traits I'm forgetting about, always pay attention to a captain's traits!

Uruk's Hollow's cheat death/scars guide

Uruk's Hollow's video guide for scars (slightly outdated)

SoW Tips and tricks by Uruk's Hollow

rohanikov's YouTube channel with farming videos explaining the Epic Rage trick, necromancers, and how to farm black and purple ologs WITHOUT CHEAT ENGINE

The Mad Tower's Twitch, a good place to watch him try to get certain scars and ask for advice[www.twitch.tv]

The best place to ask for advice is the Shadow of War Discord server, so join that if you want, the small bunch of active but dedicated people in the Discord server are some of the most experienced players with very deep knowledge of the game.

Permanent invite link to the SoW Discord: https://discord.gg/RdkND4knUg