It’s not the audio stream that has the CCs/subtitles; it will be one with a codec of “eia_608.” That definitely appears to be missing for some reason. I’m not sure why it would be stripped though.
Oh, wait. I just remembered something. You don’t have your DVR configured to convert video while recording, do you? I’m pretty sure that process does strip the CCs. I recently tested that and completely forgot. This setting:
