Set the timings of your captions as:

Where,

0:10.0 represent Minutes:Seconds.Milliseconds

Please note:

The yellow arrows point at the 1st scene and the timings of the 1st scene. 

You see 1st caption there "Ready to....", the timings of which are set as 0:00.0-0:01.6(meaning this caption in this scene will start immediately and continue till 1second6milliseconds). Same goes for the second caption "A Video is just....", timings are set as 0:02.1-0:04.2. Keep in mind you could set these timings within the total timings of the scene(i.e 0:04.2)

For example, the scene here is of 0:04.2, thus I have divided my two captions such a way that they fit under this.

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