You can file a complaint with the FCC. Here's a link:
FCC Announces New Closed Captioned Complaint Rules | National Association of the Deaf
Hope that helps. Yes, everything must be captioned. It's federal law. It went into effect November 2011 or 2012.
Here's the FCC mandate about Internet closed captioning:
https://www.fcc.gov/guides/captioning-internet-video-programming
