Hey Stan,
Thanks for the help.
I can only see burn in export setting no Sidecar option.
Is it because the captions are in open captions format.
I did not made any changes to caption format no text font changes or anything else.
Well, my apologies. And thank you for persisting and continuing to tell me the export as sidecar is not there in the Export -> Media dialogue.
I checked my notes and realize now that that option for Open Captions was not added until the 2020 version.
I just checked in 2019 (I do not have 2018 installed any longer). In that version, and I believe 2018 also, you can export Open Captions to a sidecar by selecting the SEQUENCE in the PROJECT PANEL and then File -> Export -> Captions. The timecodes should then match what you have in the sequence.
Let us know.
Stan