Closed captions disappear when I record on my Philips DVDR

This is most probably due to the recording of digital closed captions. Recording of digital closed captions is not supported on the set therefore, any recording of digital closed captions will cause it to disappear. When the recording is stopped, the closed captions appear again.

This set only supports the recording of analog closed captions so do ensure when you want to record closed captions, that the channel is not broadcasting digital closed captions.