Note that I've included my own version of Plyr that includes a couple new API methods that allow for setting up captions to work with dash.js. You can see an enhancement request I filed for Plyr to work better with dash.js
You can also add a src parameter to the page URL to automatically load the given MPD.
One public manifest you can try is:
http://dash.edgesuite.net/akamai/test/caption_test/ElephantsDream/elephants_dream_480p_heaac5_1.mpd
Firefox (version 50) has some sort of delay between the captions being switched on or off as if the change is only ever picked up at the beginning of a cue. Chrome seems do to the right thing. It seems to be a Firefox issue since the [Shaka Player](http://shaka-player-demo.appspot.com/demo/) Angel One demo exhibits the same behavior.