Captions in Storyline

In order to get a non-blurry image of a MP4 video of a software interaction, I've brought the video into storyline, added captions, enabled a caption button in the player, then launched the 'slide' in a new browser window with settings as shown in my attachment.

I've done this because when the video is launched within the storyline player that no matter what I do to the capture image size or changing publication settings I end up with an image that is poor in quality. Launching the video in a separate window gives crystal clear quality.

But the problem I have is with captioning, essential for my audience. Captions I get when playing in the storyline player, but they disappear when the video is played in a new window.

I get that the captions control is part of the player so perhaps I shouldn't expect to see a caption control button when the video is playing in a separate window. But when I try to export the captions, as I thought I might be able to add them to the video elsewhere, I don't get offered a format, that is acceptable (such as SRT) to video editor products outside storyline.

I'm relatively new to the captioning area, so please excuse me if I'm being a bit thick and have missed out on some obvious matter. But, any help or direction would be massively appreciated.