Hi there - thank you so much for trying to help me.
One of the pages that the problem is ocurring is:
I have one other gallery that the same problem is happening, so I'm thinking its an across the board issue.
The captions have all been loaded against each photo, but don't show in either a preview or on the site itself. They only show when I go into the media file and look at each image.
I'm out of my league when it comes to your other questions, as I am a first time site builder with WordPress.
Thanks again for having a look, I really appreciate it :)