There are a variety of problems reported with captions and subtitles. And there have been many changes in recent versions.
What specific dot version of PR are you using?
What kind of caption stream is it? (Open Caption, Closed Caption 608, etc)
What are you exporting, and how are you viewing it?
What specific dot version of PR are you using?>>> Last update was done at 25July2018...so I think it's the latest version
What kind of caption stream is it? >>> Open caption
What are you exporting, and how are you viewing it?>>> I'm exporting the complete videoclip, viewing with windows viewer after exporting.
So they are burned in? Odd. When you say "rendered" as opposed to exported, what does that mean? Does the timeline need to be rendered?
There are some odd things that happen with captions, but once they're all done and you look at them on the timeline, and you've saved, closed, and reopened the project, I don't recall problems.
To confirm the PR version, look at Help -> About.