I completely understand your concern with the Closed Captioning not appearing. With Closed Captioning it will depend on the Set Top Box you are using. Closed Caption would need to be activated through the Set Top Box and not the TV. It's a function of the cable provider. I have provided an example link of how this works:
Hope this Helps!
The Sling Moderation Team
I have to agree with Archie 34, Closed Captioning is simply a function of your TV provider, not the Slingbox. As such it is selected on the Remote.
Ctrl+Q on the Web-based player simply duplicated the button on the Remote Control. I assume you have a dedicated button on your 'real' remote, but you don't have the same button on the 'virtual' remote ? If so, then the CC function is there in the background but Sling have not added the button on the remote image.
Under normal circumstances I could have built you a Custom Remote that mapped the function to an existing button, but as you probably know by now, you cannot install Custom Remotes on the 500. My other suggestion would have been to change to the Default image, like you can in the Desktop Player, to access hidden functions, but again Sling have not put that functionality into the Web Player.
The only other suggestion I have is to continue with your attempts to find a remote that works with your device and has a CC button on the Remote.
Sorry I couldn't give you a definitive answer, but Sling have comprehensively tied my hands on this one. VERY frustrating.