Thanks very much, Andrew, for the detailed posting and the injected humor---and the icons, too! You did a great job making this very readable and humorous. I also really liked the specific details you provided.
What settings did you end up using for your digital captions? I think it can be helpful to share this information for people who don't want to spend a lot of time tweaking the captions but who do want to get some colors in their captions. For example, I often use yellow for the text in the captions but sometimes use green (which happens to be a bright green), and I'll use either black for the background or purple (a color only available from my Sharp HDTV so far).
FYI, captions are not required for programs that air between 2 am and some later hour---don't remember whether it's 6 a.m. or an earlier hour. But that might not explain why you fell asleep with captioning but woke up without it, especially if a re-boot brought the captioning back.
It's odd that you're getting weather alerts via captioning and not the usual text crawl. You're supposed to be able to continue seeing the captions for the program AND the weather alert. There may indeed be some kind of improper setting, or maybe engineers at the TV station generating the weather alert need to be educated on the difference between the two topes of messaging. This is probably an error caused by the TV station, by the way, not the cable company. Cable companies generally only relay programming provided by other stations or content providers; they don't usually produce their own news. My understanding is that they also generally only relay captioning; they don't create it. I suppose if you see this problem on more than one channel, then you *would* have reason to suspect your cable company is causing it, but if you only see it from one, then it's probably the station for that channel.
If anyone would like to discuss general captioning issues, there's an email list called Captioning at http://groups.yahoo.com. (I don't own that list but I'm on it.)
Again, thanks for the terrific guide, Andrew!