Thank you for raising your concern here in the Roku Community, @sivartk.
We'd be more than happy to assist you with your concern regarding the close captioning option on the Roku channel app on your Nvidia Shield Pro player.
Before we proceed, could you please confirm if you are referring to the Live TV or on-demand shows? Also, can you please try pausing playback to show any options for CC? If so, could tell us the available options?
We'll be anticipating your response so we can provide you with an accurate resolution.
Best regards,
Carly
Carly Y.
Roku Community Moderator