Closed captioning not available

The videos for the Come follow me Sunday school curriculum do not download with closed captioning on Windows computers.
It is available on YouTube or if you use a Mac (not iPad)
We have deaf members in our ward an need a fix.
YouTube and macs are not available in Meeting houses.
It has been suggested we use a VPN, but this is only a work around to bypass church rules -not an option.
Any ideas?
I have spoken with Sunday school department and they were not aware of the problem but now say they will investigate a fix.

How is it being viewed on a Mac?

My understanding is that there is no set standard for CC in digital videos. (Unlike analog video) If it's being played in a supplied player, then the player supports the separate CC file that is supplied with the video.

WebVTT is what you're after, most likely. https://en.wikipedia.org/wiki/WebVTT

While it's still in its draft stage, it's already got pretty decent support. YouTube itself supports it.