cruise · starting from Zenith · unlocks 3 programs (3 free)
The fastest way out of Captain's Club runs through Royal Caribbean: once you reach Elite status, Royal Caribbean Crown & Anchor matches you into Diamond automatically, at no cost, and it isn't a once-per-lifetime deal — you can repeat the match any time your Celebrity tier changes.
Reaching Zenith, the top Captain's Club tier, opens a second route. Celebrity's match sends Zenith into MSC Voyagers Club Diamond, and MSC's own match chart in turn accepts that Diamond status for Explora Journeys' top tier, Platinum. Both matches are free, but each can only be claimed once per lifetime, and the MSC leg expires if you don't sail with MSC within three years of approval — so time it close to when you actually plan to cruise with them. The Explora match itself just needs proof of your current tier and is processed in about ten business days.
Of the two routes, the Royal Caribbean match is the easier default: it costs you nothing to repeat and doesn't spend a lifetime allowance. Save the MSC-to-Explora chain for when you're actually ready to use both matches, since neither can be redone once claimed.