Hello, Roberto.
For a quicker response, I suggest you post a question at wmspanel.com/help as this forum is considered community support.
That's correct, not all MPEG-TS programs can be passed, and passing EPG from MPEG-TS to SRT is not supported, unfortunately.
To clarify, what format of CCs is used in your streams, and have you enabled CC passthrough on Nimble? The following documentation page describes enabling passing DVB subtitles for MPEGTS:
https://blog.wmspanel.com/2019/09/process-dvb-subtitles-nimble-transcoder.html
Thank you.