This may or may not help:
I found a Pedigree Resource File in FamilySearch.com that named a Joseph Sharp, born 1760 in Bourbon, Kentucky, died 1805 in St Helena Parish, Louisiana. He was married to Josephine Bastillio, born 1760. He had a son, Joseph (1794-1866) who married Sarah H. "Sally" Spell, according to this file. Another son, William Fritz (1796-1881), who married Nancy Josephine Spell, is listed. I also found Joseph in RootsWeb. No parents were named and he was not called Captain. Nor was he called Joseph William.
These files are not always totally correct, however. These resources do list this same information in both of them.