How to apply a transition (fade in then out) on open captions ?

Just came up with a quick and easy solution:

In Premiere Pro 2021 you can't select a caption clip alone and make it into a nest but captions can be included in a nest if you've selected a video clip as well. So it's easy on a fade out, for instance, to create a nested clip that includes your last clip of video as well as it's related caption and then fade both out together the same way you'd fade out the video alone. But...

If you just want the caption to fade out as the video continues at full opacity, put any other video clip (a color clip works fine) above the "real" video and set the opacity of that clip to zero. Nest it with the caption you want to see fade out and then add a fade (or any other transition or effect) to it. When you play back the sequence and it hits that nested clip which includes the caption, you'll see the caption alone fade out. Same works for fading in a caption.

If you want to add an effect to your caption - a glow, for instance - just nest it with a zero-opacity clip and apply the effect to the nested clip.

I always use photoshop to do titles and captions etc... and do the opacity stuff with those images ( files have just text with no background). Is tricky due to having to make a sort of template ( layers you can turn on and off as needed in photoshop) to get the right positioning in your frames. Takes a lot of time though. Probably a better and faster way to do that now.