i lost all my 'captions' when 'photos' took over my iPhoto library.
Which kind of captions did you have in iPhoto?
iPhoto has two ways to add captions to a photo, and you can see both in Photos, if you select a photo and open the "Info" panel.
- iPhoto's "name" field: Any text you added as the name will show as a title in Photos in the Info panel.
- iPhoto's "description" field: Any text you added as the description will show as a description in the Info panel.
Select a photo and click ⌘i to reveal the info panel:

Enable the display of metadata in the "View" menu. Enable all checkmarks in "View > Metadata" to see as much of the migrated data as possible.

What you cannot restore this way are the names of the photos in iPhoto, if iPhoto simply used the filenames as names for the image versions. If you did not add the names manually, Photos will show an empty title, as R C_R pointed out.
To add music to your slideshow, use "file > Create Slideshow" and create a regular Slideshow project.
To select music for the slideshow, click the Music button
, click the down arrow next to Music Picker, then select a song or songs.
The Music picker will let you select songs from your iTunes Library or from the predefined theme music.
https://help.apple.com/photos/mac/1.0/?lang=en#/phtae8c6d40