Is "Save downloaded subtitles to" selected under [Online subtitles]?
If playing from read-only media: did you (for this purpose) define a custom (fixed) subs-folder on your HD?
(NB: also as "Subtitles folder" under [Subtitles properties])?
Is "Download only if local subtitles are not available" selected?
Is "Remember movie settings" selected under [General settings]?
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(In this connection pse note that all online subtitle-databases are dynamic.)