How to change default caption separator?

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As mentioned on the title. This is on RClick > Insert Caption. If I change it on that window, it persists only until the document is closed. How do I change it so the separator default is, for example, . ?

You can change the caption separator. Then, save the file as a template with any other changes you want in a new document when you open this template to start a new document. You can even set this new template to be your default template.