To split captions, move your cursor to the panel with captions, as shown in the following image:

Once you move your cursor to any of the captions, a panel with options will appear in the caption your cursor hovers at.
To split a caption, simply drag the cursor to the caption you want to split and double-click on the scissors icon, as shown in the picture below:

The process of adding a new caption(s) is the same, but after you split the caption, you must change the timing of the old and newly created caption(s) accordingly to your needs.
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