The difficulty you are facing has to do with the captioning information being stored in different places on the DVD vs. analog playback (line 21). Final Cut Pro will not insert captions for you. The easiest thing for you to do on a one-time project is to use a captioning service bureau–just give them the video and .scc file and they’ll produce a line 21 encoded caption master. If you want to do it yourself, purchase MacCaption from Computer Prompting and Captioning (https://www.cpcweb.com/products/#MacCaption).