I found the other instructions from other thread and it works, I hope this will resolve your issue:
1. HBO NOW retains the selected setting for ENGLISH CC FOR ONLY THE CURRENT PROGRAM BEING VIEWED. There are no options in HBO NOW (SETTINGS option) to enable captions for ALL PROGRAMS BEING VIEWED. I strongly suggested to HBO Support that once captions are selected, this setting should be retained for all programming from that point forward. This is how it works for Netflix (Apple & ROKU) and Amazon (ROKU). Viewers with hearing disabilities would really appreciate selecting/activating closed captions only once.
Another point to note for HBO NOW watchers who need captions:
2. On your Apple TV remote, you must select Audio & Video settings in GENERAL menu first and select ENGLISH CC (or other language). Then, when viewing a program, pressing and holding the remote SELECT button activates captioning options menu. I have found that after selecting ENGLISH CC option, you must press the SELECT button ONLY BRIEFLY rather than holding the button down for a longer period of time. Otherwise, captions will not be selected. (My Apple TV is only 1 month old and works perfectly for all other functions so I don't think it is defective)