Iknow its a while since you asked this query, but I had some idle time and have done some searching for ships captains myself.
I found only one reference, and vague at that, to a ships captain called Rosey.
It was a shipping report in the Glasgow Herald for 20 Dec 1868. It reported
NOV 26 Knight Errant, Rosey, for London
I cannot find anything else in the newspapers, but will keep trying.
I find it quite difficult to search for shipping news as they were not very consistent with the captains names and the captains often changed ships.