My understanding is that the CapTel works kind of like online gaming or watching a video on line, uploading and downloading the data. Sounds like something is interrupting that internet connection when the signal is wireless and that would cause the inability to connect with captions. It has to...
Have you tried contacting their Customer Service yet? I would recommend it before you return the phone. I'm not sure of the number, but I think if you go to their website Captel.com it should be pretty easy to find. Good luck!