Captions Never Load

Hmmm. That suggests a bad URL for the captions; the player sounds like it knows there are captions, but can’t access them.

Is the URL that shows up in the source code valid?

URL is valid, I had uninstalled the AVL plugin in the interim – reinstalled to see if it munged the URL, but new pages created with it no longer work at all – it must not uninstall cleanly, have to search the DB for references – all in all, not ready for prime time, IMHO.

Do you mean the post permalinks are 404s, or that the shortcode aren’t working? For 404s, you need to refresh your permalinks at Settings > permalinks

There is no setting to refresh permalinks in WordPress 3.9.1 Settings > Permalinks.

Any avl-video link comes up as a 404 after reinstall.

Hmm, going to the “shortlink”, instead of the full permalink seems to refresh it – weird.

That is weird. But, to clarify, to “refresh permalinks” just means to go to that settings page and re save your settings. This will regenerate WP’s awareness of any new permalink formats added for a custom post type.

Secondary question – if I want to change the control or caption positions/CSS, do I need to edit:

mediaelementplayer.min.css
wp-mediaelement.css

Or is there a shortcode to override those options per video post?

There’s no shortcode to override that, all of the positioning is coming from the WordPress default styles. You can override those CSS styles in your theme stylesheet, however, which is probably better than customizing the core stylesheets.

You can also dequeue the styles and replace them with your own customizations. Justin Tadlock wrote up some extensive information about customizing MediaElement in WordPress:

https://github.com/justintadlock/theme-mediaelement

Nice, that’s helpful – thank you!