Still unsure how I add captions to specific slides. I've concluded it's impossible from the widget control panel? I did get a universal caption to display, but that's not what I need.
If you want to add different captions to each slide, you'll have to write them in the 'Slide settings – Captions'. Write one caption on each line. The first line will be the caption for the first slide, etc.
You also have to set the 'Caption settings – Style' to fixed or hide.
Attention: you can't add captions to specific slides if you use 'Load all images from folder'.