Always use raw HTML, never single image galleries. The thumbnail caption is encoded in <p class="ncvp-gall-cap"... The slide caption is encoded in the thumbnail <img> alt attribute. It needs to go in the data-caption attribute of the <a> tag as well for Astro FB version 6) to pick it up.
This must be checked for all versions of Fancybox in ncvp-image-gallery and with astro-wpress and astro-local.
This text immediately preceeds the picture of Mathilde Wesendonck, which is set to pop out ...
Mathilde Wesendonck portrait
... and this text immediately follows Mathilde. Suspendisse iaculis sapien a rutrum molestie. Morbi non luctus nunc, vitae viverra est. Phasellus dapibus feugiat risus eu placerat. Vestibulum venenatis bibendum ipsum vitae sollicitudin. Vestibulum ante ipsum primis in faucibus orci luctus et ultrices posuere cubilia curae; Nam fermentum tellus quis sollicitudin blandit. Vestibulum eget tortor at dui hendrerit dignissim ac at nibh. Phasellus vel laoreet augue, id interdum ex. In in ante sed elit suscipit vulputate. Phasellus ut egestas lorem. Lorem ipsum dolor sit amet, consectetur adipiscing elit. Cras sed condimentum eros, eget lobortis arcu. The image of Tiresias in the stars immediately follows this text, and is set to not pop out ...
Tiresias in the heavens
... and this text immediately follows Tiresias. Aenean ultrices aliquam magna, eu facilisis lacus egestas eu. Maecenas ultrices nulla in convallis hendrerit. Aliquam posuere urna et enim faucibus, ac condimentum ipsum egestas. Ut viverra dolor in felis hendrerit euismod. Etiam molestie magna at egestas vulputate. Vestibulum rhoncus tortor consequat elementum pulvinar. Nulla elementum quam eget diam sagittis, vel porta odio ullamcorper. Curabitur pulvinar quis turpis non dignissim. In in sapien aliquet lectus laoreet pellentesque in eu enim. Class aptent taciti sociosqu ad litora torquent per conubia nostra, per inceptos himenaeos. The image of Morgan le Fay immediately follows this text and is set to pop out ...
Morgan le Fay by Frederick Sandys
... and this is immediately after Morgan le Fay. Lorem ipsum dolor sit amet, consectetur adipiscing elit. Nunc vel massa tincidunt, aliquam elit id, venenatis tellus. Nunc molestie mauris et magna placerat tempus. Phasellus sodales dolor enim, vel eleifend ante facilisis semper. Integer vel dictum orci. Praesent cursus ligula vel nisi rutrum, sit amet mollis tortor euismod. Duis sollicitudin elit sit amet quam dictum congue.
This may be quite convenient, but there is much less control over the size and position of the thumbnail, in particular, than with the raw HTML method.