For future reference it is good to include an image of your macro in your post. Most folks here will not want to download a macro without seeing an image of it first and very often the image contains enough info that there is no need to download the macro.
I agree with @skillet's point:
For example in this part of your Macro:
Instead of putting a fixed pause of 4 seconds, try a Pause Until, something like this:
This will only pause the time needed for the menu item to become enabled rather then waiting 4 seconds every time. It will also pause even longer than 4 seconds it that it is how long it takes that menu item to become active - so, a much more robust solution.
Just for ref, here is what that menu looks like if that item isn't active (the "Export Captions..." item is greyed out):
