Hi @ramauer
What is the signal source for the TV e.g. antenna, cable box, streaming device etc?
If other than an antenna have you checked that the closed captions aren't emanating from there?
If not coming from the signal source, try a power reset (disconnect power to TV, press and hold Power button on the TV (not the remote) for 30 seconds and then release it, reconnect the power to the TV and switch on and check if it is still there and if you can turn on/off the captions setting.
If still no good, check for a ''factory reset'' setting in the Settings menu and perform that. This will mean that you have to setup the TV again though e.g. scan for channels etc.