Step 1: Understanding the Concept:
The sentence describes the captain and his advice.
Step 2: Detailed Explanation:
Correct order: Q-S-R-P: "The captain who was himself a brave man advised the soldiers never to lose heart when engaged against the enemy." Q describes the captain, S is the verb, R is the advice, P gives the circumstance.
Step 3: Final Answer:
Thus, QSRP is the correct sequence.