Unless the subtitles is embedded in the video pictures when the “camera device” sends the video stream to the device driver in the recording server, there is to my knowledge no way to record the subtitles.
It would be interesting if the subtitles were sent as a metadata stream. There is no built-in functionality for this in XProtect, but it would be possible to develop this as an integration. I have never heard if anybody has developed something like this.