I’m using SwipeBox as well and figured out how to make the captions appear (although replies marked as „private“ are not very helpful in an support forum“ ;-)
It worked with WP 3.7+ for me but now in 3.8 (Theme Twenty Fourteen) it’s broken again. Caption text shows up only in single pictures not in galleries.
Maybe you could give a step-by-step-instruction for a workaround – or maybe update the plug-in to fix the issue.
