I’d say the most plausible explanation is that there was a 9th person responsible for the murder. It would be more difficult for this killer to sneak off the boat after the murder than it was to sneak on, but perhaps the killer had diving gear and just jumped overboard while everyone was distracted. The killer might not even have been onboard the whole time, but instead swam over from another nearby boat and climbed aboard. It may be that the murdered captain had even helped to arrange their meeting because he and the killer were involved in some sort of smuggling operation or other illicit activity.
But the explanation that would probably make for the more entertaining mystery story would be that one of the seven people on this boat who “couldn’t have done it” actually came up with a clever way to pull it off. So either the murder did not really happen at the same time as the scream that everyone heard, or the killer was not really standing on the deck at the moment the scream was heard. The former seems more cunning and thus more entertaining, although I rather like the latter. Were seven people really all keeping track of one another on the deck, or could one of them have slipped below without being noticed?
A device Agatha Christie used in several stories was that someone might feel certain they’d seen Mrs. Smith walk by when in fact they saw someone else wearing Mrs. Smith’s coat and hat. This trick would be harder to pull off on a small boat, but maybe there was someplace the killer could stick their sunhat so it would look to others like the killer was sitting or standing there but mostly blocked from view. When the body was discovered the other six people probably wouldn’t consciously notice that the killer wasn’t wearing a hat anymore, although this might be something that could be remembered later and help point the detective in the right direction. Of course the killer could just claim that their hat fell off in the rush to get downstairs.
Or a related reason: maybe he screamed because that’s when the poison got him, and the first person down stabbed the dead man. So nobody suspects her of stabbing him to death (we all saw her up here when the guy screamed) and nobody suspects her of poisoning him much earlier (we all saw that he’d been stabbed).
The captain was actually a mad scientist, using the boat to conduct clandestine experiments to determine how the fuck magnets work. Unfortunately, he neglected to properly secure all metal objects in the room before activating a compact, yet incredibly powerful, electromagnet (which resembled an oversize horseshoe with a few wires and fiddly bits). The unsecured knife shot across the room, embedding itself in the captain’s back, causing him to scream and clutch at the edge of the nearby open porthole, dropping the magnet overboard in the process.
Also, for reasons not relevant to this investigation, the captain was a bipedal coyote.
Simplest answer not involving the supernatural, extra bodies and/or killers, or elaborate knife contraptions: The captain was knocked out, then stabbed, and the killer leaves. He wakes up right before his demise and screams.
Yet another story has Christie alibi away a knife-in-the-back murder similarly: the killer strikes, and then switches a dictation machine to playback – and so plenty of folks hear the victim’s distinctive voice long after the killer has left the room, long before he later returns for the break-down-the-door-en-masse scene.