I have never driven a Captiva but I have seen many a soft roader roaders rescued off Stockton.They do ok down on the beach but as soon as the get into the soft stuff they struggle. I guess it comes down to how effectively the AWD system distributes tourque. Most of it is tyre pressure and momentum but I wouldn't venture out by myself.
I spoke to a guy in an X Trail and he was telling me that even when he locked it into AWD mode it would drop back to 2WD over a certain speed, which would cause it to bog down, engaged AWD again, pick up speed and back to 2WD, bog down....... after a while the transmission overheated, went into limp home mode and he was stuck.
I looked into softroaders as I don't do really hardcore stuff but I opted for something with lowrange as you know its gonna work when you need it.