If you download a CC show to your Mac, you can "TivoGoBack" it to the Tivo and the CC's will show. You need to hold down the shift (?) key when launching the latest version of Tivo Desktop, and you will see a video tab that you can use to configure this hidden feature which allows you to upload video content from your Mac to your Tivo.
I'm also very disappointed that the ElGato EyeTV-based Tivo Player does not have CC support when EyeTV itself does. I used to use EyeTV to record (Send to VCR) stuff off the Tivo and preserve my CC's. Was hoping that step would have been eliminated by TivoToGo for Mac. I guess not yet.
Hurry up Roxio/Tivo and fix this feature for those of us who want CC's on their shows. I paid $$ for Toast 8 and I don't have full access to TivoToGo, because I can't understand any show I take off my Tivo.
If you really want TivoToGo functionality on your Mac with CC's, you can find a old CC decoder and put it "in front of" your Tivo's TV signal, and the Tivo will record the CC's which actually become "open" captions. Now you can use TivoToGo, Orb, or Slingbox to placeshift your Tivo recordings!!