Captions show up when I add a caption to an image and insert as a single image. However if I add caption to multiple images and insert as a gallery the captions don't show. I have tried this on your demo blog and although the gallery looks completely different than on my blog it doesn't show the captions. Is this a bug?
I have tried this on my blog using a WYSIWYG editor adding the images using the EasyBlog Media option. I have also tried it on your demo blog with the same result.