As an FYI, it looks like the problem was that I had to transcode the DVD first before I could see it. Apparently this is required for closed captions. And then I couldn’t preview the captions although I could preview the DVD. I had to burn the DVD and then take it to a DVD player to see the captions.
I will test with the MPEG2 format, however. Good idea.
Thanks for taking the time to respond.