How can I add more parts to my already complex captain?

I believe the complexity meter for equipment still has to include the complexity of the captain's species, so having a very complex base creature will leave you with less room for cool equipment.

You can reduce the complexity of a creature by making middle parts asymmetric and removing one of them. When you buy pieces normally you pay for two of them, even if you only see one because it's aligned to the middle of the creature. Even if you can't get to edit your creature, you might be able to place equipment asymmetrically in such a way that you can benefit from more pieces.

You could also try looking for mods or a trainer to remove complexity limits, but creatures beyond complexity won't be shared to the Sporepedia, and might not occur in your games unless it's your active species.

To outfit a captain with all unlocked parts, open him in the editor via the Sporepedia (open it from the main menu) and enter the freedom on cheat in the console (Ctrl+Shift+C to open console). The captain will continue to work properly if you play adventures during the Space stage, but you won't be able to choose him when starting an adventure from the main menu. You can simply remove any pieces that go over the limit to restore the ability to select that captain when playing adventures from the main menu.