Support for downloading subtitles/captions

[hanchenlu]

describe the feature you'd like to see
If possible, it would be great to be able to download a video's subtitles/closed captions embedded into the video file. Auto-generated ones aren't necessary, but if there was one uploaded by the creator, having those would be fantastic

describe alternatives you've considered
Currently I'm using DownSub to download subtitles along with the video, I've also used 4K Video Downloader as well for Youtube. 4K Video Downloader at least also embeds the subtitles into the file, but that's a program that you have to download and it bugs you with ads. Furthermore, they only seem to download the subtitles as SRT files.

additional context
I don't know how feasible it would be, but so far none have also been able to properly parse Youtube's animated or stylized subtitles. My default test example at the moment is The Power of Terry (https://www.youtube.com/watch?v=OYG8Ul276-w), but that's a large video. For a smaller video example, there are plenty of anime music videos on Youtube that utilize it for karaoke effects, just grabbing one for example (https://www.youtube.com/watch?v=qTr2x78_u4k). Some basic research tells me that it's based on the Aegisub subtitle format that gets converted to Youtube's proprietary stylized YTT format (https://github.com/arcusmaximus/YTSubConverter). Every subtitle downloader downloads it as an SRT that strips all the styling away.