The viewers killed Captain Alex.
By watching this movie, the plot progressed, therefore we are the ones who killed Captain Alex.No one killed Captain Alex.
Nobody seems to have actually been present when he died. He knew a trap was being set and faked his death, knowing that his brother would still come in to stop the Tiger Mafia—who knows, maybe he felt his brother, working outside of official avenues, might do a better job.
According to Bad Black:
The 2016 Wakaliwood film Bad Black opens with a bank robbery and chase scene, where a soldier played by Captain Alex's actor is killed by the robber, "Ugandan Schwarzenegger." VJ Emmie lampshades it in his commentary:- "He's alive! Captain Alex is alive!" *BANG* "...he's dead. He is s-o-o dead.""Who killed Captain Alex? Schwarzenegger."
Captain Alex killed himself.
...by accident. Turns out taking your gun everywhere isn't always a good idea.