How sure are you on that Comic Captain title? The last image (the black and white one) has a box labeling it as "Captain Famicom Information Bureau" (キャプテンファミコン情報局 / captain famicom jouhou kyoko) and elsewhere in the replies the poster refers to it in a shorter form as just "Famicom Information Bureau" (ファミコン情報局). So I think you're right that Captain is part of the magazine title but I'm less sold on the Comic part. A search on that pulls up a Captain manga serialized in Shonen Jump (same mag that gave us Dragonball)
Some other terms that might help your search:
キャプテン (Captain)
女リンク (Female link)
ゼルダの伝説 (Legend of Zelda)
Also consider adding 1986 to your searches.
Mostly though I'm just getting results for the other females in Zelda series, particularly Linkle from Hyrule Warriors. This is going to be a tough find.