Roku caption settings work only where the content supplies captions and the app uses the relevant device controls. Some services manage captions inside their own application.
On replay is a conditional mode, not a guarantee that every live programme can rewind or display text after a missed line.
Identify the app and available text
Open the actual programme’s caption or subtitle controls and inspect the listed tracks. A language preference cannot create a missing caption stream. Note the title and provider if text is absent.
If the app uses its own caption menu, follow that developer’s instructions. Roku explicitly notes that device caption settings have no effect on some providers’ content. Repeatedly changing the system switch may therefore miss the relevant control.
Choose the supported mode
Roku’s caption settings include Off, On always and On replay, with On mute offered only on some devices. Read the options actually present. On replay depends on content that supports instant replay and the relevant Replay action.
Do not infer rewind support from the remote having a Replay button. A live source, app or programme can impose different behaviour. Select On always when that is the supported preference you need rather than expecting a replay-only mode to behave like permanent captions.
For apps using device styles, inspect text, background and window appearance from the normal seating position. A preview is useful, but actual readability over a programme matters too.
Describe the remaining problem by layer
If captions exist but look wrong, report the styling issue. If a listed track cannot be selected, report the app function. If no suitable text is supplied, ask the content provider about availability. These are different questions.
If captions still do not appear, report the exact programme, Roku model, app version and caption mode. Ask whether that programme supplies captions and whether the app uses Roku’s device setting or its own control; keep those two questions separate.
Useful answers
Does On replay work with every live stream?
No. Roku ties it to content supporting instant replay and the relevant replay action.
Why does the system caption setting not affect one app?
Some providers use their own in-app caption controls, as Roku’s guidance explains.