You can add a text field to a slideshow layout. If that field is displaying the contents of a metadata field (e.g. "Caption") which is only populated with a non-empty value on the image in question you'll have achieved your aim of captioning just one image in the slideshow. On all the other images the field will be empty and thus invisible.
This is a common way of achieving "title slides": have a black image with a bunch of virtual copies that appear in various places in the slideshow, and have a text field in the slideshow that uses a metadata field which is empty on all the other images. On these "blank" VCs, add the title text into the metadata field and Hey Presto!