I updated to Open Sans. But I see alot like 80% of the textboxes do not update. When I look at the theme in theme properties I see this
I have selected Open sans on allt three 
So Why do I still have Calibri on alot of text boxes?
If your theme was correctly set up, all texts using Calibri would have changed to Open Sans.
Since that didn't happen I suspect that you did override a lot of object styles. One of the most important component of a Theme are the object styles. They should all use the Theme fonts, but if you override an object style, you tell Captivate: in this case I want an exception, I don't want to use the default styles. You'll see a +sign in that case:

I am bit busy today. You didn't import the font, but on publishing you will have to indicate the domain for which you publish. The font will be rendered on runtime but only for that domain. If you have the minimum Adobe font plan packaged with Captivate you can indicate only one domain. If you also have a CC subscription you can indicate more (and activate more fonts as well). See the grey line (didn't indicate domains here):
