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The setting that will effectively reduce the captain's workload in a search head cluster is to enable the option that designates the captain as an ad-hoc search head on all members of the cluster. When the captain is configured with this setting, it allows other search head members to handle ad-hoc search requests, thus balancing the load and decreasing the demand on the captain.

By distributing the search workload among all members rather than relying solely on the captain, overall cluster performance can improve, and responsiveness to user queries can be enhanced. The ability for all members to partake in ad-hoc searches makes more resources available, allowing for efficient processing and optimization of searches.

In this context, the other options do not create the same level of distribution across the search head cluster. If only the current captain or individual members are designated as ad-hoc search heads, it does not alleviate the pressure uniformly across the cluster and may still lead to performance bottlenecks for the captain. The broader application of the setting across all members maximizes efficiency, which is essential for maintaining operational effectiveness in a search head cluster environment.