The closed captions are broadcast along with the video and audio streams. If your old recorded files don’t contain those closed captions data, then there is unfortunately no way to add them reatroactively.
Depending on the age of the recording, those data may actually be present. Some versions of the plex server did record them. It was just the playback part of plex which couldn’t handle them previously.
It might be interesting to trigger an ‘Analyze’ on some old recordings.
