Subtitles from some clips are not downloadet, but they are shown on youtube...very sad because I cant watch my favourite serials offline and collect them

Please find out how this problem can be solved, it occures mainly on newer clips with subtitles.
(for example magnificent century 1-10 comes with subtitles, those uploadet later 11-42 have subtitles when you watch them on youtube, but they are gone after you downloadet them)