No, I haven't. I have tested & found that it will record them with the rest of the stream. But the S9 won't display them... at least, nothing I've tried has made it work.
But you can confirm that it's receiving/recording them by recording a snippet from a source that's known to have them. Then take the file to a PC & run it through CCextractor... they're there.
I'm by no means an expert on why the S9 won't pass line 21 captions to an analog TV, but I suspect that the S9 is progressive scan & that line 21 captions are only available with interlaced video. I'm not real sure about that, so someone can correct me if I'm wrong.
Cheers