I did not see anything obivous to me in logs so I made a bug report. Though I cannot reproduce myself.
Just want to check if this is happening on all channels and wanted to double check you have the Rokus own settings for Captions Mode set to ( not in the app but the device settings).
Definitely happening on all channels and anything recorded from live tv. Definitely have roku captions on, they work fine with my other media in plex, just not live tv. Thank you.