Hello,
Featured Image is not supposed to have any caption. You may search on WordPress forum to find some solution, for example: https://wordpress.org/support/topic/woocommerce-display-image-captions-in-single-product-thumbnail-display and try to implement it by additional customization.
If you don’t have necessary skills you can submit customization request to our customization team https://www.8theme.com/customization-services/
Regards