What DATE was the recent update?
I saw one proposed fix from a “Roku-Expert” suggesting first to “unplug from the wall while the TV was on, .... wait about a minute, then plug it back in the wall.”.. If that didn’t remedy the issue, then go to the System Update and load the current update. I haven’t tried either of these suggestions yet, as I’m waiting on a reply from a tech-savy son-in-law, who originally recommended the TCL TV. Hope we find a solution, since this is becoming a common problem with TCL Roku TV.
Later today, I tried the “unplug from the wall...” suggested fix, but it DID NOT WORK..!! Hopefully the Roku Technology Department folks, will see these collective comments regarding the “Caption mode, ‘On Mute’ NOT STAYING SET”.. and supplement the latest Roku update 9.4.0 with a bug fix to resolve this annoying issue.