Master Slide templates are not showing correctly once out of film view

The quizzing master slides are very special, don't try to delete any objects there because they all have some functionality. You can tweak, move things and when creating question slides from those master slides you'll have the opportunity to hide some buttons like Back (see Quiz Preferences), Clear.

The feedback captions (or shapes, if you choose for them in CP8.0.1): change the text in Quiz Preferences, Default Labels, not in the master slides.

As for your other problem, I never had that issue at all. My work flow is to first edit the Object Styles in the Object Style Manager, then to edit the Master slides, starting with the Main Master slide when appropriate. Do NOT edit the Blank slide (you can create a duplicate and edit that one) if you ever want to insert Software simulation slides. Maybe your idea of the master slides is not exactly what it is in Captivate? Themes consist of objects styles, master slides and skin and you have in version 8 also a the Theme Color palette that can be changed and/or customized.

Telling which version you are using is essential to get a correct answer. And if you are on CP8, please also tell if you are talking about a normal or a responsive project.

If you remove the playbar, you also have either to remove the borders in the Skin editor, or make the bottom border that has the height of the hidden playbar smaller.

I still don't understand your problems with editing master slides, and have never seen such a question (I'm on the forums daily). Which version do you use, PLEASE?

Hmmm, sorry about your frustration but as a daily user of Lynda.com for all kind of applications I find the Captivate courses much below their usual level. And I have commented that way on their site multiple times. There is no good practice, no explanation of proper workflows now about the logic of Captivate. You are not the first user that I helped out after such a 'bad' introduction. If you look at my answers, you'll see that I'm not that harsh usually. Having taught all kind of software applications since over 20 years, it is to me also very frustrating when I see this happening. And sorry, cannot help you with pointing to other tutorials, I never bought any book (had the same reflections when looking at books), nor trainings. I just learned by exploring and helping other users out.

Captivate is a very versatile tool, but learning curve is made unnecessary steep by bad approach in many tutorials. You'll learn recipes in them, nothing about the concept nor the logic. And once you want to change the recipe, you are stuck.

Do you know that in a theme you have theme color palette, object styles (did you ever use the Object Style Manager), master slides and a skin. The playbar is part of the skin. When you go to the skin editor, first tab allowed you to uncheck the playbar, go to the second tab 'Borders', and uncheck also the Borders.

Even terminology is a problem: what do you mean by a toolbar? There is for the moment in Captivate only a Big Button Bar in editing mode (Slides, Themes, Text, Shapes....). The real toolbar disappeared in CP8, was there in previous versions. There is an Align bar remaining, but it is not visible until you show it with the Window menu.

You're welcome, but here it is already evening

You understand my frustration about the Lynda course, to me explaining Timeline and Themes with all the components are basic concepts that should be tackled early in a training. And it happens almost never.