Hello,
The same styleName option is applied in both (SEQ and custom paragraph style [pStyle]). Styles can be applied using custom style options (color, lineSpacing, position...) but there's no option to apply a custom paragraph style to the caption. Using a Premium license, DOCXCustomizer can be used to set a new pStyle, but as you are using an Advanced license you'd need to add support for a new option.
We have sent to your email a small update in the CreateImageCaption class with a new option to apply a custom paragraph style to captions.
Regards.