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Hello, Netflix processes it's Captions differently- they're not part of the regular TV's features. They're actually options in the Netflix MENU and the function is called "Subtitles".
This is directly from Netflix regarding this feature:
To adjust subtitles on most Blu-ray players, Smart TVs, and set-top boxes:
Audio & Subtitles options are also accessible while a movie or TV show is playing:
Note: If you are unable to complete the steps above, subtitles are not supported on your device.
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