For example, Netflix Lilyhammer Season 2, whenever anyone speaks Norwegian there are no captions, the only way you can see them is to turn on ALL captions for the language you are watching in which is very distracting.
I noticed the same thing with Lilyhammer Season 2 on Netflix yesterday. I could not solve the issue, so ended up using a different steaming media player and it worked fine. Something to do with the app for Roku. The default with no subtitles on, should still be subtitles for the Norwegian parts. I had assumed that they were embedded since it is an American TV show, but obviously that is not the case.