|You mean you want to turn on closed caption for sky tv and not turn it off, right?|
If it's working for over-the-air tv then either your TV's CC settings vary with the input or it's with your sky tv equipment/settings.
(I'll bet your first attempt at a username was 'Derek' but you found that was already being used.)
Don't forget to preorder your Hatch green chili for this fall. Many vendors ship world-wide.