Storyline and Replay don't fully support captions in MP4 Demos

For the last couple of years I've been using third party tools to record demos and publish those as MP4 which I then import into my Storyline project. I'm sure many of us must be using some or other tools in order to record demos. 

Interestingly, I'm a big fan of Storyline with both Storyline 2 as well as Replay in my machine. Just wanted to learn better in terms of recording demos in Storyline itself:

1. While I can use Replay, I'm unable to add captions (often with customized colors) for each step of the Demo. I know there is the option of Add Lower Third, but that's not feasible for my project.
2. If I record a Demo using Storyline Record Screen option, I can get separate slides in which I can add captions, but then there is no option to publish those as a single MP4 with those added captions.

Is there any solution already present in Storyline which I'm not aware of? Or Is there any future plan to bring this functionality into Storyline itself, where we can publish the Demo as MP4 but with our edited/added recorded slides? 

Thanks!