Add Highlight Box on Click Box Failure

For any interactie object (and quiz/D&D slide) the Success event will always be available, but the Failure event, which is really a Last Attempt event is only available if the number of Attempts is finite. The default setting for Click Box is Infinite attempts, you'll not have a Last Attempt event in that case.

A Failure caption will always appear when the user fails to click on the click box. A Failure event occurs only when the last attempt was a failure.  This has always been the case in Captivate, is not new in the most recent version. If you have only one attempt it is easy to add the Highligh box with the Last Attempt action.

What you call a 'Failure caption' is probably a Failure Shape, unless you changed the settings in Preferences. This may be an easy solution: resize that shape so that it is looking like a highlight box, give it a stroke. You'll still be able to have text in that shape, it is just changing the style. If you set this as the default style for a Failure shape, you will only have to resize and move the shape on each slide where you want it.

ANother workflow could be to have only one attempt. Then you can use the Last Attempt action to show a highlight box along with the Failure message. If you want to offer another attempt, add the command to replay the slide. See Replay (slide) Button - Captivate blog