Home video releases with English Closed Captioning/Subtitles?

I want to get back into watching the Pokemon anime again, but I have trouble understanding what people are saying without subtitles. I tried to buy the first season on DVD, but I got Pokémon: Indigo League - The Complete Collection, and found out later that it had absolutely no closed captioning options and I cannot watch it. Where can I get home video releases that have subtitles or closed captioning? (Purchasable options only, please. No streaming services, no renting, etc. I want to have a collection that I own myself.)