Ok cool, thanks@TeflonDon That looks like a bug on their side. Even the direct URL to an embedded post shows blank captions: https://www.instagram.com/p/BPMR2cRjvt-/embed/captioned/?cr=1&v=7 I assume they're going to fix it soon.
@Alex Hardy That site is too specialized with an audience too small to be included by default, sorry.