[Chad Duncan] “During capture it appeared on screen so I’m sure this data was copied over”
Ah, but appeared on which screen? The video monitor or the Premiere capture window? If it was embedded in the video, you should of course be seeing it in the video. Frequently, this data is an overlay that is generated by the camera and ovelayed on the monitor out, but not embedded in the video.
A possible workaround is to use the Time Code effect to overlay timecode on your captured video. You will likely need to manually adjust the offset (start) time on a per-clip basis.
-Jeff