Failure caption not appearing when using click box.

I think the easiest solution. Would be to either use the in built true false knowledge check feature of have two objects used as buttons that when clicked reveal one of two captions depending on which item you clicked. 

I think you misunderstand the 'Failure caption' for an interactive object. That caption will appear when the user clicks outside of that object, the Success caption appears when clicking on the interactive object. If you have two click boxes, user clicks on one click box he is clicking outside of the other click box but the Success caption has priority, you'll not see the Failure caption of the other click box. Maybe I misunderstand your question. It would help if you post screenshots of the timeline, the stage and the setup of the click boxes, or explain what you want really to do. Just from the published course I cannot have all necessary information.

I would have set this up with the radiobuttons interaction. I suspect that you have a 'click box' over each text 'True' and 'False'? In that scenario I would have used a shape button with the Text in it, instead of two objects (text + click box). If my suspicion is correct, you have to put your 'Failure' message as Success caption for the click box over the 'False' text.