Hi @RobynClark ...
I did a little bit of testing. In my own Studio library, I selected a video I had uploaded (which was also embedded in a couple of my sandbox courses). I had English captions already generated, but I was able to add Spanish (as an example) captions, too. However, when viewing the video through Studio (clicking on the video within Studio), I have a "My Library" drop-down list right below the video (but above the "Details", "Comments", "Insights" and "Captions" tabs). It seems that the Spanish captions I added apply not only to the "master" within "My Library", but they are also part of the two sandbox courses.
Is there a specific reason that you would want one language available for one course but not another? Would you be open to having all your languages available for all courses in question?
I hope this information will be helpful in some way.