I have the same problem, my theme is WordPress standard Twenty Fifteen and I have a clean WP install with no plugins but yours. I have checked all 3 boxes in you plugin. Still no captions visible on featured image in single post view. Any ideas?
Version Information
Plugin: 0.8.2
WordPress: 4.4
PHP: 5.6.16
Theme
Name: Twenty Fifteen
Version: 1.4
