Great, thanks for sending that. It turns out that there is a bug in Scrivener that breaks images with captions if the caption contains a colour. In your case, part of the caption is set to use black text (whereas the rest of the caption is set to have no colour, which looks the same as black text but is not).
I have fixed the issue for 3.0.4, but seeing as you don’t actually want colour in your caption, you can fix the problem in the project without waiting for the update as follows:
Select the caption text in the document.
Click and hold on the text colour button in the Format Bar (the button to the right of the “justify text” button). After a moment of clicking and holding, all of the colour options will appear in a popover.
Click on the white square with the red line through it. This will remove any colour (including the hidden black colour) from the text.