first of all, make sure please, that you have the latest version of our plugin version. Try to reinstall the plugin, perhaps you have some troubles with a new plugin installed. If thus not helps – please, try to save the gallery each time you add a caption (if it’s possible).
If first and second advice would not help – contact us through internal support and provide us your WP access. Our developers will check what’s wrong and fix your issue!
Have a nice day!