As far as the forward and rewind issue, that's under the control of the app developers. Amazon actually changed that some time ago, but you might not have noticed. YouTube did the same, although you can still FF the old way if you hit pause first, then the right directional button. For the * button function, I believe Roku themselves changed that behavior, but again it happened quite a while ago.
For captions on rewind, that feature should still be there under the Accessibility menu under Captions mode. The TV next to me shows Off, On Always, On Replay and On Mute.
Nvidia Shield, Roku Stick (3600), Ultra (4640), Premiere (3920), Insignia 720p Roku TV, Sharp 4K Roku TV, Windows 10 Pro x64 running Serviio and Plex on a wired Gigabit network.