No, no image customizing plugins.
Yes, that image I sent you the link for IS using a caption. But, it's not showing on the post, or rather it is showing but thrown to the side of the image in plain text. In the post editor, it's using a caption and looks fine.
I know the source code doesn't show it using a caption. THAT'S THE PROBLEM. And no, the HTML does not look like what you put above. There is no [caption id=]. It doesn't care whatsoever about a caption being there.
I have tried taking the image completely out, re-saving the post, putting the image back in, even changing the image format and nothing works so far. On some posts it works and on some it just doesn't.