Can my teammates or captain coach me during a game?

Yes, but only at the right moments. Under the BWF Laws (Law 16):

• Advice may be given only when the shuttle is not in play and before players have taken up their serving or receiving positions.
• Play must not be delayed so a player can recover their breath or receive advice.
• You may not leave the court without the umpire's permission if it delays play, except during the intervals.
• If a coach disrupts play or distracts an opponent, the umpire calls a let (Law 14).

The 60-second mid-game interval and the 120-second interval between games are the natural times for advice. Breaches are penalised with a warning, then a fault; a flagrant breach can be faulted straight away.