Just out of curiosity, have you tried right clicking on one of the photos and then choose "View as icon." If that works and you get a set of icons instead of the images, you can then use the <> keys to navigate to be between the images and add as many "return" key presses as you need to make room for the caption. I tried this trick with a stream from Photos, and it works for me.
To get the images in Mail, I opened Photos, opened an album, selected the photos, then right clicked on them to get to Share and selected Mail. A new mail message opened with the three images, which I then right-clicked, View as icon and then added returns to add lines between them.
Note, however, that what the mail recipient sees is entirely defined by how the recipient has their email application set up. You cannot guarantee that the captions are actually in the same location as when you created the email message. If you want to force that with a high degree of probability that what you send is what they get, you can export them, then insert them in a document (Word or Pages or any other processor that supports images), then add captions and finally when you print, choose PDF and save the print file as a PDF that you can then email. Not easy, but the only way to guarantee (sort of) that what you sent is what is received.
