Although we are not given a glimpse of the captain when he realizes that Anne is not coming, it struck me how he must have felt when I read this in Ch. 8:

"there could have been no two hearts so open, no tastes so similar, no feelings so in unison..."

One thing that attracted Anne and Frederick to each other at first was this meeting of the minds, and despite all that has passed since then, this may not have changed.

So when Anne learns that the breakfast plan had 'somehow, they hardly knew how' changed from the Cottage to the Great House, her thought was:
"Anne understood it. He wished to avoid seeing her."