So your captions are disappearing randomly? Do they show for the duration of the time in your timeline?
The only real idea I can think of is to create a new blank project in CP4 with the same dimensions and then use the import feature to import all your slides and objects from the "old" Captivate file. This can sometimes fix strange problems with Captivate.
And to add to Michael's suggestion, if importing doesn't work either, copying and pasting to a blank project could be a next workaround.