How do I change characters?

Maybe I’m just stupid, but I haven’t been able to change my characters. I started with Jago and Kim Wu, chose Fulgore when given the chance and replaced Kim with Orchid first chance I got (though it didn’t immediately add her).

How do I switch? I can’t find the option anywhere, nor can I find how to change my captain.

If this is your first playthrough, you will start with Jago and Kim Wu by default. Its a sort of tutorial version for newer players/small intro to the mode.
After a while, you’re able to quit out and choose another team to begin your playthrough with. I think you missed the earliest point for that so just play through and finish it up, earn whatever you can and start on another one with your preferred team. Once you start with a team though, you can’t change it unless the mode offers you a choice.

I was able to replace Kim with aganos. But you have to end your turn so you trigger the cinematic for the next day before the replacement on the roster shows