Captain Styx is the first officer of Thanos’s flagship, Sanctuary III.
Thanos’ Death
When Thanos was killed by Warlock and turned into stone, he left his Sanctuary III unoccupied and some of his servants kept it running while venerating the Titan’s statue. Nebula, who claims to be Thanos granddaughter took over the flagship and Styx obeys her.
Thanos’ Rebirth
When Thanos is brought back to life by Death, he comes back onto his Sanctuary III and punishes Nebula. He adresses Captain Styx as his first officer and this latter obeys the Mad Titan and tells him that he has an entire fleet of misfits at his command.