How to show Featured Image Caption

Or if there is any other simple alternative to enable featured image caption without installing any plugin. Please let me know.

David's code is the best solution for now.

We are always happy to help with the code so you can just copy and paste.

I've mentioned to our team to see if the option can be added and it is under discussion.

Thanks for your suggestion.

Should I keep both the codes in customizer>additional CSS?
http://prnt.sc/v8ek24

I checked removing the last one, still, it is working.

You should be able to remove the Last CSS code.