Closed Captions on multiple clips

I have 3 separate audio clips on a slide that I added captions to. The captions only show on the last clip entered. Is Storyline only allowing 1 caption file at a time on a slide? Sort of standard I guess, but I wanted to double check. I thought maybe the saved captions were associated to the individual audio clips and not just to the slide.

My guess is that I need to combine the 3 audio clips into one long clip in order to get the captions to work.