Can't export captions

Steps to reproduce:
    I have tried to export captions in two different ways: When rendering the video, I clicked the box to create a sidecar file. I also tried to export an .srt file from the captions window. Neither option worked.
 
Result: ...no .srt file created
Expected: ...creation of an .srt file 
 
System info
    Application: Premiere Pro (Beta) v15.0.0.27
    OS: macOS v10.16.0, RAM: 32.00 GB, CPUs (logical): 16