These captions seem to be on some kind of hair trigger. They're always coming off. It's like if you pick up the remote the wrong way they come on. And now I can't get them off. I went to the Home and Settings and Accessibility and put the setting for captions on OFF and they are still there.
The show I'm watching is on the Roku channel and there's a "Roku/options * in the upper right but there's no way to get to it so I have no idea what options are there. There's a * key on my remote but that does nothing and the up arrow never gets up there.
I'm guessing your two issues are the same - something wrong with the * key in your remote. I've seen threads where people do surgery on various remotes. You can also buy replacement remotes, and there is a Roku remote app for phones that you might want to try.
(And if it's brand-new, swapping it out at the retailer could be a quick fix.)