The missing Marine Alpha Company is sent to look for is never mentioned by name, or is his fate revealed upon their return. His name was Sergeant Fernando Padilla-Ramirez of Wing Support Squadron-371. He was reported missing after his convoy was attacked. It's not known if he was captured alive and executed, or was killed in combat. What is known is his body was dragged through the street of Ash Shatrah and hung in the town square. Later the Marine's body was taken down and buried by sympathetic locals. His body was recovered and identified on 10 April 2003.
When asked about his opinion of the Captain, Baptista supposedly answers in Portuguese, which is why no one understands him. In reality, most of Baptista's dialogue in Portuguese is complete gibberish, and doesn't mean anything.
At the very beginning of this episode (where you see a marine getting a haircut in the background, and another marine jumps down in the foreground, in front of the camera), you can hear an off-screen marine exclaim "Hey white boy! What you waitin' for? That hole ain't gonna dig itself!" This is a direct quote from Platoon (1986), in which Junior (one of the seasoned grunts) eggs on Chris (Charlie Sheen) to make haste with the defensive position he's working on.