Start with default generated template

templates/content-edit/filter-caption.html.twig

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+{#
+/**
+ * @file
+ * Theme override for a filter caption.
+ *
+ * Returns HTML for a captioned image, audio, video or other tag.
+ *
+ * Available variables
+ * - string node: The complete HTML tag whose contents are being captioned.
+ * - string tag: The name of the HTML tag whose contents are being captioned.
+ * - string caption: The caption text.
+ * - string classes: The classes of the captioned HTML tag.
+ */
+#}
+<figure role="group" class="caption caption-{{ tag }}{%- if classes %} {{ classes }}{%- endif %}">
+{{ node }}
+<figcaption>{{ caption }}</figcaption>
+</figure>