Thank you for taking the time to respond and explain the issue.
I noticed you fixed the caption, but it doesn’t look like the close box is getting better.
By the way, I don’t know if you fixed that, already, but in the past, I had to change #branding index of built-in theme 2011 to fix the menu bar being displayed above auto-thick view.
@import url("../twentyeleven/style.css");
/* Auto Thickbox stack order fix */
#branding {
z-index: 99;
}