Hi,
That is strange. Please share your response to following questions:--
1) Video should not affect any other object on the slide. Does it happen with the slide on which you inserted the video or all of them?
2) If you preview (&publish) it within Captivate are the captions still missing?
3) Can you find those captions listed in the timeline. if yes, can you select one of those and verify in case the font color has been accidentally changed to white or some color that matches to your background?
4) Try to replicate this by insterting teh same vidoe to another dummy project
Thanks!