G'day Babette Gorman,
You could edit the captions as you mentioned as one possibility, or you might also consider using text boxes in Keynote as covered in this link. Ultimately it would be up to you and what works best for your presentation: Add text in Keynote on Mac - Apple Support
"Text boxes are objects that can be modified like most other objects. You can rotate the text box, change its border, fill it with a color, layer it with other objects, and more. To learn more about customizing a text box, see Intro to images, charts, and other objects in Keynote on Mac.
- Click
in the toolbar. - A text box is added to your slide (you can change how the text looks later).
- Drag the text box to where you want it.
- If you can’t move the box, click outside the box to deselect the text, then click the text once to select its text box.
- Type to replace the placeholder text.
- By default, the font size automatically changes to fit inside a text box you add using the Text Box button. To manually adjust the font size instead, first select the text box, then choose Format > Shapes and Lines > Reset Text and Object handles (from the Format menu at the top of your screen). You can also resize the font by making the text box larger or smaller.
- To resize the text box, drag the selection handle on the left or right side of the box.
To delete a text box, click it (a blue outline appears around it), then press the Delete key on your keyboard. If the blue outline doesn’t appear, click outside the box to deselect the text, then click the text once to select its text box."
Regarding music, if you test one of the included songs, do you hear the audio play back as expected? Knowing if the built-in music works will help determine if the issue might be with the specific songs you've selected or a file format, or if there might be other things to look at.
Have a good one.