I have the same problem on each of the 5 (personnal and professional) computers I’ve updated to LibreOffice 5.0.x.
My and colleagues professional computers run Ubuntu 14.04 LTS, while my personal has Xubuntu 15.04. No difference, same problem as described. I’ve tried several options (changing image options such as stick to top, text adaptation, frame options ect…). It works temporarily, but when opening again the file or exporting to pdf, captions disappear again…
Solved when re-opening the file with a libreoffice 4.x.x version. But it’s not really satisfying !
It also seams to be somehow solved in the 5.0.x version when adding a line break before the caption inside the frame… not fully satisfying neither and still to be confirmed.
Quick help greatly welcomed as several professional computers are involved, using LO for reports and so on !