This is what I would do if I needed to do this. (after doing a little research)
I would use a URL field for the video and not an oembed field.
I would add an additional file field to upload the captions
In my PHP code I would do
<?php
$shortcode = '[video src="'.get_field('video_url_field').'"]';
$shortcode .= '<track srclang="en" label="English" kind="subtitles" src="'.get_field('captions-file-field').'" default>';
$shortcode .= '[/video]';
echo do_shortcode($shortcode);
?>
See this https://stphnwlkr.co/web/adding-video-to-wordpress/
It might be possible to use an oembed field if you get the value without formatting so that ACF does not do the formatting of the field.
